This episode was not without its flaws, but I think it sets up Volume 4 to at least have the potential to be better than Volume 3. Not that that's saying much.
I liked showing Peter as a paramedic, Mohinder as cab driver, etc. -- the characters trying to live their lives as normal people who just happen to have superpowers. I know it can't stay that way for too long without things getting boring, but I think the writers tipped their hand too early by having almost every character get captured by the government so quickly. I would have liked to have seen at least some of them try to readjust to their lives for a little while before having to face another "situation".
This episode seemed to be shot in a different style than before... I like it. It seemed a bit more real. And I'm glad that they didn't show people using their powers left, right, and centre every few minutes. They really went overboard last volume with the use of powers... If they can continue keeping limits on it, I think it will help maintain a more realistic tone.
Matt suddenly has the ability to draw the future now? Bah... Enough of that, please!
Okay, we knew Sylar was coming back, but how is he still alive? Did someone rescue him? And what are Noah's reasons for helping Nathan? For that matter, was there something more than the Pinehearst incident that set Nathan off on this mission of his? Knowing this show, maybe we'll get a "Two Months Ago" episode in a few weeks to fill in the blanks.
Overall, I'm not blown away, but I'm cautiously optimistic. I hope they can expand on this setup in interesting ways -- and stay more true to the characters than they did last volume.