It was simply a stylistic move by the director (show-runner Vince Gilligan wrote and directed the finale) to swing around and take the bullet straight into the lens.
In an interview, Gilligan said that one would not be wrong to assume that Gale took a bullet.
As for the episode (and the season in general), I honestly cannot remember being so captivated by an entire season of a show. There was not a single moment where I was bored, or tempted to just open up my computer and do some reading while watching - no way did I want to miss even a single word, glance, look, shrug, or anything else that was happening on-screen.
Every other drama on tv right now is playing for second in category of "best series" - it's not even close.
Totally sucks that we have to wait 39 weeks for the next episode.
But, on the bright side, at the end of season 2, Vince Gilligan said in an interview with Alan Sepinwall that he envisioned things probably wrapping up in a fourth season, and that was about it. In his season-ending interview with Sepinwall this year, though, he hints at things possibly going longer.