You guys do realize that there was a crowd of people behind him, and he likely took the bullet so no one else would be harmed, right?
Afterall, he was turning into quiet a "hero" in Four Months Ago. His death was ment to show that literally no one on the cast is safe. You know, other than Noah, Peter, Claire and Hiro. And maybe Nathan. And probably Nikki/Micah. But other than that, everyone's expendable.
Besides, I thought I read somewhere that the actor didn't want to play the role anymore and requested to be written off the show.