The season finale was a bit lame imo. Here are the problems:
1) Future Hiro already told Hiro that he stabbed Sylar and didn't kill him. Hiro should have known that he needed to cut off his head rather than just stab him.
2) Peter had already absorbed his brother's flying ability. He had learned how to use the other absorbed powers so it is reasonable to expect that he learned to fly, especially since he was so obsessed with flying in the beginning. He could have just flown up into the air by himself and avoided the problem altogether. Since he could heal himself, he would have been fine.
3) Sylar getting away, which of course everyone could see a mile away.
I am quite disappointed with the ending. It was such an obvious "stretch-out-the-series" episode with everyone turning into morons and a pretense of resolution.
I personally think that my ending I mentioned some time ago would have been better, especially since Hiro was sent flying and had to teleport out of the scene. It would at least have justified another season in my mind.