I thought this episode was really good. I don't know how this Deadshot compares to the comics version (my only other experience with the characters is Smallville [I know no one liked that version] and Arkham City [which didn't really have much characterization for him]. I'm wondering if Ollie will decide to start training Thea as a way of trying to improve her behavior? That's my theory based on what we've seen so far at least.
The fact that the producers kept pointing to this episode when people asked about Black Canary makes me think we will be see her take on the BC identity eventually.