I don't think I'm sticking my neck out too far in saying the way Dr Horrible ended won't meet with universal approval. Certainly Penny's death at the end came as a surprise, despite the fact that the story had continued to get darker as it went on. And yet it seemed absolutely the right ending: Dr Horrible gets exactly what he's always wanted, and of course it turns out not to be what he really wanted all along.
The songs in the final act were good but not as catchy as in the first two, seeing as they were more explicitly serving the story. "They Say" is more fun to open the act with, Captain Hammer's supremely patronising "Everyone's a Hero" is very funny, and Dr Horrible's theme music nicely jumps into his song when he attacks Captain Hammer, and again at the end after the spot-on "Everything You Ever."
I'll probably need to see it a few more times to get more thoughts about the whole thing (it'll probably be downloadable soon so it'll have to be then, since I had to come into the office to use the broadband and watch the ending) but I will say while all three of the leads were fantastic, Neil Patrick Harris is the reason the changes in tone worked. It feels as if NPH has been working with Joss Whedon for years but as far as I know this is the first time he's acted for him, and he's perfectly suited to Whedon's mix of styles. His Dr Horrible was very funny, really moving, and a little bit scary without any of those elements suffering. He made a far-fetched character believable, and that final shot was heartbreaking. Contrary to expectations, this supervillain origin story hasn't left itself obviously open to a sequel, but needless to say that's all the more reason to hope for one.
Oh, and can I just say: Did I not say Bad Horse would turn out to be an actual horse? Yay me.
Now if you've been reading all this and haven't watched the show yet - hurry up, it's only free until tomorrow!