That was the best episode so far- and it's frankly going down as one of my favorite episodes of all the years of Dr. Who episodes I've seen. Eccleston's performance was absolutely the best I've seen him- so much emotion in his relating the events of the Time War. That first scene with the Doctor and the Dalek meeting was chilling and awesome- just watching the two of them talking; the fact that Eccleston can generate such a powerful scene with a non-expressive robot (let's face it, when he gave it, he was literally talking to himself) shows a range that I'd only seen him hint at before (and thank god he's toned the mugging down).
Speaking of non-expressive robots- that was the best Dalek performance I've ever seen, either. Nicholas Briggs was able to give this Dalek a range of emotions and personality that we rarely see in them. Ddvmor mentioned how physically powerful this lone gold Dalek was; to me, what was far more menacing was his personality. When he was sniffling and bemoaning his fate to Rose, I kept thinking- don't fall for it, Rose! This guy's totally yanking your chain and playing psychological games in a way his kind have never done before! Usually the Daleks just rely on force; this one used its brains and demonstrated its true deadliness.
The ending was a little cheesy- the whole absorbing Rose's DNA causing it to mutate thing- for the reasons Morrus mentioned- but I think it was handled pretty well. The final scene with Rose confronting the Doctor about trying to kill the Dalek actually brought me to tears (hope you guys don't think less of me for admitting that

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The Peter Davison arc where the Doctor makes the decision to kill the Daleks (resulting in the alienation of companion Teagan) dealt with a similar situation with the Doctor, and I was surprised to see how well the writers (and, cannot stress enough, the performers) were able to pull off what is in many ways the same story. (That arc, btw, is one of the best in the Peter Davison run, and one of the best Dalek arcs, IMO).
The nods to Doctor Who continuity- especially the Cyberman head- were awesome. I really hope they turn up again soon. I still love the Dalek design, even though it is really kind of awkward and cheesy nowadays- still did pretty well going up against the more modern look of the new series ("What are you going to do, suck me to death? Aack!") I'm a little apprehensive about the supposed new Dalek look coming up.
More hints about the Time War, and the Doctor's role in it. More hints about "Bad Wolf" (which has been revealed as the title to the penultimate episode of the season). Good stuff, all around.
Finally- how hot was Rose in that tank top? Rrrowww!!