I don't think Parkman knew how dangerous Sylar was, at least not until after Sylar stopped the bullets. Maybe Ando figured he could get the drop on him.
I think it was important for Peter to hear from someone else that he's strong and is the one that will make things right.
Claire shooting Peter. Got me on this one. Maybe, like others have suggested, he can only use one power at a time. Maybe he was so busy concentrating on trying to not blow up that it would have killed him. She was probably freaked out too. Since Peter saved her, she just couldn't pull the trigger.
Sylar's overconfidence was his weakness. Plus, I'm betting that he didn't think the future could be changed, so he had to be stabbed at some point. Since Peter didn't go nuclear in the square, he won't let it happen again.
My thoughts on the plaza being empty are that it was really late at night. Probably no one around for the short time they were there since everyone else was at home sleeping.
The same reason practically every series always stalls with a cliffhanger. It gives the viewer a taste of what's to come, gives them a reason to come back, and gives them something to look forward to. And in this day of DVD sales, it gives the studio more money when they release it on DVD. You can't buy season 1 and not want season 2, since it completes the story.
I think Candice's comments about being an entirely different shape were just her way of playing Micah. He really had no way of knowing what her true form was.
I too was kind of ticked that nobody bothered to keep an eye on Sylar. Oh well, it just means he won't be that easy to kill.
As for the rest of the episode, is it me or does it seem like it's a Christian allegory? Peter is "the one" (Charles words, not mine). Mr. Bennett's first name (He's gathering all the Heroes together I guess and protecting them). Yeah, it's only two references, but they're two big references.
Are we going to have a policy on posting spoilers? Should we wait a certain amount of time after the episode airs, or is it fair game once it's aired on the West Coast?