Well, that is a great season finale. There's a lot of action, suspense, a little romance, and there are of course dozens of answers. I enjoyed revelation of the reasons why 4400 people had been abducted. I think it is a great, and logical idea as well.
Through the huge story about Kyle, all the other storylines - like the one about Richard and Lily - fell a bit too short. But obviously we'll get more on those stories next season.
I'm also very anxious to see how Shawn evolves during the second season. Hopefully they don't make him to a second grade main character.
The only thing I have to criticize is the shooting at the end. First Kyle is shot, then we see the alien coming out of him, and suddenly he is alive again. If they needed Kyle for the second season, they should have dropped the shooting completely.