I agree. Cullen should have just bashed The Swede's brains in when he had the chance. After everything they'd been through, and knowing how insanely dangerous The Swede was, it was totally silly for Cullen to drag his ass all that way.
I'll probably rewatch the series again in a few years, from the beginning. My only real complaint, now that everything's done, remains the "Bear Killer" episode. While Elam's madness and subsequent death was tragic, dedicating that entire episode to watching him go bananas only to have him die in the following episode was such a waste. On top of that, the Bear Killer episode was also really dull.
But, all that being said, one crummy episode out of five seasons is pretty darn good. It was a great show overall and has some of the best shootouts on the small screen to date. Cullen Bohanon is one of the coolest and most interesting TV characters around, and it was really just a delight to have a Western show that managed to gain the popularity it did.