I don't think I have much new to add to what's already been mentioned about the finale. I have some of the same questions and concerns in fact.
Sylar broke Hiro's sword by freezing it, not melting it. If I had his powers, I'd probably use the telekenesis most often as well. You don't have to be in physical contact with something to use it and it works in any direction without tying up your own body/hands. What one might wonder is why Sylar has never used that power to fly or at least levitate.
From earlier interviews and quotes from producers, I would assume the Sylar storyline is pretty much done along with the whole New York meltdown arc. I haven't read the recent stuff to to find out if my expectations should change.
My biggest disappointment with the finale was a lack of action sequences. I recognise the show is primarily character driven like the movie Unbreakable, but I was hoping for a little more punch in the last episode.
Backtracking... The reason for the future in the future episode was because Hiro had teleported to the future and had not been around to do what he was supposed to do in the past. Of course, as people have brought up, much of what happened in the past did so without his influence. Enough of which you would think would have prevented the future from turning out precisely as it did in that episiode. The Hiro of the future who first visited Peter in the subway was unable to kill Sylar because Sylar had killed and obtained Claire's powers in that timeline.
I'm assuming the writers intended Peter to be undergoing some uncontrolled meltdown at the end of the finale and could not weild any power at all. It was somewhat obvious he was in distress, but they could have made it more obvious that he was trying to do something other than bring Ted's nuclear ability under control.
Now, any bets on how close Peter has to be to someone to absorb their powers? Does he now have Hiro, Molly, Micah and DL's powers? I'm guessing no, at least for the last three.