On the whole, I thought this was a great episode, but I really didn't like the ending. Firstly, I don't think Angel would really try to kill Wesly like that, but it could happen.
More importantly, why would he try to kill Wesly with a pillow? Obviously, Angel could just snap Wesly's neck with a flick of the wrist. The only explanation I could come up with is that he didn't really want to kill Wesly, he just wanted to vent some steam. So what it came off looking like is when a little kid wants something, candy for instance, and his parents tell him no, and he runs at it anyway, and they grab onto him, and he starts shrieking. Angel is supposed to be the sort of uber-cool character that just smacks people down. Ineffictivly trying to kill Wesly with a pillow just doesn't fit this image.
Also, I think it would be funny if Wolfram and Hart take him to court over this, filing assult charges on Wesly's behalf, or something.