I remember a certain magazine spoiling Kosh's death for me - for some reason my eyes would always be drawn to anthing that said 'Spoilers' and make me read it, even if I didn't want to!
The best bits involve Sheridan and Kosh. Sheridan confronting Kosh was superb, as now, at last, we saw somneone testing the Vorlon. And then, when Kosh came to Sheridan in a dream, it was very moving. Of course, it wasn't quite the end for Kosh. I guess it must have been then that Kosh joined with Sheridan. Perhaps he was testing this mental link in All Alone in the Night?
Its a shame we couldn't have seen more of the fight between the Shadow and Vorlon ships.