I was glad that Nathan, spurred by Claire's actions and words, decided there had to be another choice and they did what needed to be done to save the world. I figure they're still alive though--Nathan probably released Peter when he was about to blow and flew past the speed of sound to get away from the blast. As for Peter, he can regenerate, so he'll be back.
It looks like Parkman will survive, but so will Sylar. Either the worse boogeyman got him and dragged him under the city, or Sylar turned into a roach or a slug and slithered down into that manhole... Uber-creepy...
I am guessing the fellow in the Samauri mask with that same symbol on his sword as Nikki has on her shoulder as Jessica is either Hiro's ancestor, or it's Hiro's dad, and his ability is Immortality... Too cool!!!
I'm gonna miss this show over the summer---but the weekly comic book will go on online all summer from what I've heard!