I thought Danny's death was good. After all the exterminations, deletions, beatings, asphyxiations and skull-crackings, it's actually a bit of a relief to see someone die in a more mundane way. And it's better than Sylvester McCoy in a Colin Baker wig falling off a bike any day. I'm not sure what to think of Clara's betrayal though; it seems very much out of character, but then again, her boyfriend just died, so it's a bit more understandable.
The Nethersphere looked great, and I liked the explanation of it being a part of the Matrix. The scenes in it were also pretty unsettling, especially at the end when Danny is given the option to become a Cyberman. Speaking of Danny, I thought the flashback to his 'bad day' in Afghanistan was well done. Back to the Nethersphere though, I hope the mechanics of how the dead work in this story are more fleshed out in part 2. So far, while it's a frightening idea, we haven't gotten much of an explanation of how it works.
The Cybermen have been good so far. I like the idea of them manipulating people to be voluntarily converted. It would have been good if there had been corpses making up the Cyberman army, though, not just skeletons.
And as for Missy... gender-bending aside, Gomez makes a great Master. She's crazy, intelligent, homicidal, and witty, all the things that make a good Master.
What do I think of the Master being a Woman? Well, Michelle Gomez is certainly helping me accept the change. I guess I don't really have a problem with a Female Master. I mean, she's still a homicidal maniac with a PhD. As long as the Master is like that, I don't care what genitals they have.