I loved this series too. I'm glad she didn't end up with Gale. In the earlier books I was really rooting for him, but he was too cold - with the bomb developments and the plan about the mountain etc.
I think that the bomb which killed Prim was a plot device to close off the possibility of her ever being with Gale - like he said, nobody could know whether the Capitol had taken the bomb idea from him, and it would always eat away at her.
I also really liked the way it didn't end all happily-ever-after, and they did have everlasting issues from it. The previous winners all being addicts, or psychos, or insane. The fact people got injured in realistic ways. It brought a nice sense of realism to it, rather than the convenient "And then everything was fine" endings you quite often get in YA fiction, especially dystopian fiction.
I kind of think she should have ended up with some total random who never appears in the books, but then the more I think about it, the more Peeta makes sense. I mean, who else could you be with, when you had a shared history with someone like that?