Wow, They had better do another season now. it's annoying when shows never recover from a cliff-hanger ending [ala red dwarf]. The ending was pretty interesting and they could really go anywhere from here - but we do still have a driving point for the story - "where the fuck is John Henry?"
It took me a bit to realise that it was actually Allison at the end too, If it were Cameron that dog would have tried to rip her face off - If Kyle Reese taught me anything. It could be that this is earlier than the point in time we know, But then the franchise is riddled with paradox, What's one more.
I looks like a future where John never sent Kyle back in time to protect Sarah...