Agreed that his retirement was a dead (heh) giveaway on that. Still it played out well.
It seemed that Beckett did register Castle's "I love you" before passing out. (Nicely played by Katic). I'll bet though, that she doesn't remember it when she wakes up. My guess is that Castle's warning at the moment of the shot resulted in her moving just enough to avoid an instantly fatal shot.
As for who's the next Cap: what's Ted McGinley up to these days?
Oh, and my guess (at least this week) for The Big Bad : the Mayor!