On the one hand, it kept me guessing how it'd end from the beginning to end, so mission accomplished there, but at the same time, this entire episode is one huge Downer Ending.
I figured that Danny would remain dead at the end and that his descendant Awesome Pink from "Listen" was the result of Clara being pregnant with Danny's kid. The ending left this possibility open, as the episode takes place over the course of a fortnight, so that's not usually enough time for someone to tell if they're pregnant or not?
Osgood's death was a major gut-punch, as she was such an adorable character. I knew she was doomed as soon as the Doctor offered her a place in the TARDIS, right within earshot of the Master, then like an idiot decided to up and leave the room. It was obvious from the Master's reaction after hearing this, that the Master was going to kill her out of plain spite.
The Brig coming back in Cyberman form was truly sad, even if his actions were still heroic. I just wish they'd not done it, the guy deserved to be one of the few people that were still remaining their graves, since Kate mentioned that some of them weren't active (yet).
Plus, Gallifrey is still missing, which I figured was the case, but it was sad to see the Doctor lose it briefly when he returns to it's "normal" place and finds out the Master was still lying to him.
Now let's talk about the Master;
While the Master only has some mileage you can do with him, I love Michelle Gomez's portrayal as the Master and I really hope that despite her apparent death via Cyber-Brig, they'll find someway to keep her in the role. After all, it's not the first time we've seen the Master return from the dead with zero explanation of how they survived? Having her return, only to be killed off abruptly (again), really seems like they don't know how to make the character have staying power, which wasn't necessarily a problem as the Delgado Master showed up in numerous stories with the Third Doctor and never stopped being interesting.
The negative things about this episode were the sheer lack of explanation for various things.
If the goal of these Cybermen was to kill people, then resurrect them into Cybermen, why would they carry a gun that completely vapourises people? When Danny killed the other Cybermen, they simply blew up?
Wouldn't the Master have simply been uploaded into the Matrix data slice when she was killed, leaving her able to leave through the same means as the kid? Sure, Danny claimed there was only power for one trip, but Missy is as smart as the Doctor, knows her way around the technology and enjoyed flitting back and forth between the real world and the nethersphere (although that was using the bracelet teleporter, which she lost), so why wouldn't she have left herself a backdoor in case of the Doctor emergencies?
The other thing about this episode I didn't like was the mid-credit scene with Father Christmas, setting up the Christmas Special. While I understand that it needed some levity after all the darkness we saw, it'd have been so much more powerful of an episode if it'd been left without it. Imagine if the classic series episode where Adric died, had a similar scene included to lighten the mood, instead of simply ending on a sad note and going to silent credits?
One last thing was I didn't buy the Doctor's brief struggle over the question of whether or not he's a good or a bad man, which we've supposedly been building to over Series 8. It never resonated with me as a serious question, as while he's done some questionable stuff, he's never crossed any lines from previous Doctor's that we've seen before.
I liked that he was prepared to execute the Master and go through with it, but it was something that the Master deserved after all s/he has done over the years, which was far better that Ten's plan in "The Last of the Time Lords", to just give him a slap on the wrist and keep him prisoner in the TARDIS. Especially since the Master's actions in that episode during The Year That Never Was were even worse than what what he did here, which was stopped before it really even got going.
But if they real question is whether or not the Doctor is at risk of becoming the Valeyard or another Time Lord Victorious, I don't think Twelve is in danger of it... at least not yet. He has the darker personality, sure, but he really needs to be stretched to breaking point like Ten was for me to really believe that he'd ever be in danger of going crazy and taking over the universe with an army of Cybermen?