Excellent episode. Heart-breaking. Probably one of their best. And really, Ellen and Jo got one of the most heroic and worthy send-offs this show can give. The only other death on this show that truly moved me was John Winchester's.
That said I am very very sad, both as someone who recently came to ship Dean/Jo and as someone who loves all the characters from a gen perspective. I really wanted them to survive at least until the end of the series. We don't have many cool female characters around.
The shippy side of me felt validated that they both loved each other, but was heartbroken they never had a chance.
I'll get over it. I have no control over the story, but right now, today, I am very very sad. I'll have to take a break from fic for a little while until the good drama wears off, but at least it was an intense episode filled with heart.