I have to say, that was probably the most anticlimatic season finale I've ever seen. I cannot for the life of me figure out why Martinez and Shupert didn't kill the Governor after he gunned down half the population of Woodbury in one go. He's made it clear to everyone that he's a psycho, there's no dancing around it anymore, they'd be better off without him. The whole scenario also left nobody with any real authority in Woodbury, and I find if rather implausible that the remaining citizens would go along to the prison with the "terrorists" based on the word of the one witness to the Governor's massacre. I am a bit depressed about Milton, I liked him. Andrea is meh, she isn't nearly as likeable as her comic counterpart, and Carol on the show is becoming more and more like Andrea from the comics, much like Hershel has taken the place of Dale (even up to the missing leg.)
All that said, I still look forward to season 4. While the ending of season three was a bit of a letdown, I still have faith in the show as a whole.