Is this still CBS? Because that was amazing AND unpredictable. I haven't seen Sarah Shahi in anything else but she did a damn fine job of jumping into Person of Interest with a knockout performance. Flashbang in the facemask? Not a problem. Digging bullets out of the dudes she just shot? Um, ew. Assuming we see her again, her willingness to bend the rules *ahem* ruthlessly kill people to get things done will be a nice contrast for how Finch and Reese work.
The only thing I didn't like about the episode was killing off Cole so soon. They could've set up the Shaw/Cole relationship more in a future episode and THEN killed him off, sending Shaw off the deep end.