My thoughts, being a comic geek over the past too many years to count...
- Peter, being overwhelmed by Ted's power, was unable to focus enough to use his ability to fly. Ergo Nathan had to be the one to shoot him into orbit.
- Peter's regeneration ability is inate now, and not something he has to control, like flying, etc. This is an ability that will stay with him and is going to be his saving grace come Volume 2

- The whole shooting idea, for Sylar and Peter, was just insane. Unless there was something super special in those bullets, they wouldn't have done anything to Peter other than set him off and cause him to explode. When Ted was in HRG's house, that was their concern, shooting him would have made him go boom.
- Furthermore with the shooting, although Peter can regenerate, there's something in regards to being shot in the head that seems to be the secret. Like with Zombies, damage to the brain seems somewhat irreparable, and the only time that the regeneration isn't immediate was when there was damage to the head/brain. Maybe that was the plan? Although I doubt it, as they don't know enough about the brain issues to say for certain.
- Nathan might just be gone, unless he was able to fling peter far enough and then fly elsewhere. In the "future" remember, Nathan was dead and Sylar was shifted into him. Because the shape shifter didn't get obviously killed, this is still a possibility, especially if Nathan is gone
- I've heard rumours and I honestly feel that Peter and Nathan's father is actually Linderman. The comments he's made and the fact that Malcolm McDowell never goes down easy reinforces that
I think he's passed the regeneration ability onto Clarie, as neither her mom or dad have those powers.
Personally I'm thrilled at the last 2/3rds of the season. I was iffy at the very beginning due to the weak storylines and I thought the setup of all the characters was a bit "off" - however when they started getting into the meat of it, and fleshing out the HRG side of things, the show became as addictive as crack to me.
Actually one of my fav episodes was with Ted in the HRG household.
Some of the things that have gotten on my nerves about the show are the constant "ditsy moments" from a lot of the characters. I think Hiro is amazing, but I also think scenes like where they went to Vegas were silly. I'd prefer to have a cast of people that are a little bit more intelligent. I mean, Suresh is so gulliable it's just baffling.
I've got high hopes, because the finale showed that they were the same inexperienced team that started, and Hiro in Japan is going to rock. I think that Sulu is still going to be there, and we're going to find out Hiro is the heir to some Japanese warlord, read -the guy who was on the horse fighting against all the other people.
But thems just my thoughts!