I put off watching this episode until I was in a better, more rested mood. Stories in which the protagonist's child is in danger tend to have a powerful effect on me. The fact that I have a daughter just about the same age as Alexis is in this story... well, you can reason the rest. Overall, I enjoyed the episode, including the surprise at the end of them being in Paris. When I watched the episode a 2nd time, I noticed how hard the director works to keep you believing they are likely still in New York state or at least in the US.
That said, I really felt Castle's fear in this, his frustration. I came through almost palpably and that added to the overall effect of the episode. Martha's insistence that things would be alright.... and the slight humor added in that scene kept the episode from becoming too melodramatic. Seeing the trailer last week, my wife's initial reaction was not great for the overall theme. She felt "you guys are going there, like so many other shows have done before?" and I can understand that. However, she seemed to think it was well enough done that she ended up enjoying it. Privately, I'm betting she felt the same way I tend to - stores where a child's life is threatened put us on edge. My wife just didn't ant to admit it, yet.