From the beginning of this episode, I was screaming. I watched it with one of my girlfriends, who'd never watched Grey's before, and she afterwards told me she was hooked. The first half of the finale was more frightening than anything, but it was a nice change from the usual sappy, emotional undertones of the show. I give props to whoever played the shooter, because he was believable as hell. The second half was just emotional--people dying, or not dying (as usual!), break-ups, make-ups, true love, and (gasp) Meredith's miscarriage. I must say, I had a feeling that this episode would touch on the topic of pregnancy, but the fact that she lost her baby just made it tragic. At least she still has Derek, though. May MerDer live forever. Overall, a superb episode that I HAVE to watch again.
Also, I loved the foreshadowing in "Sanctuary"--how Derek says "I wish I had something jammed in my head so I would at least get to see the inside of an OR" and Christina says "Now I wish you and Derek die so that I can teach this kid some priorities"... great writing.
I also give props to Mandy Moore--her character basically cried the whole time, but she did a good job playing the victim.