Well, the thing with Eleven is that she sacrificed herself to kill the beast at the end. Sure, we saw the Eggos the Chief left her, so she is (probably) alive in some way, but she didn't know she would survive like that - she had to destroy herself to destroy the beastie. She had finally just started living and finally had friends, and as characterization goes this is a pretty brilliant element to have for kids that age - it's really vitally important to them, so it rings true. And the love angle was handled really well, too - I don't know if you watched or read "The Elfstones of Shannara" (it was the MTV series last year, but it was a much better book from the early 80's), but this resolution reminded me of that one, sort of. Without her sacrifice it would have seemed cheap, but I thought the payoff was excellent.
I think the men in black wanted to debrief the Chief - I don't know how much license Matthew Modine had to be running his experiment and I could see the government just wanting to talk to the Chief and find out what he knows - also, we may get a flashback in Season 2 to that conversation, as it might include something about a gateway somewhere else that they need the Chief's help in dispatching. That poor kid at the end at the sink had no fucking luck whatsoever
I wasn't as enamoured with Winona's performance as everyone else - her eyes were sort of out of control half the time and her delivery of the lines weren't great, but it didn't bother me because I've always loved her.