I thought that episode was the scariest the Daleks have been in a little while, actually killing people and such, but they've never been close to legitimately scary.
I liked the idea of the episode, with the Doctor struggling with whether he's good or bad, and the change between initially not wanting to help the Dalek, then helping the Dalek, then trying to destroy it once it turned evil again, then deciding to help it again to turn good, then realizing that his own hate turned it bad again. There was a constant struggle throughout the episode that played out nicely, and he came out of it even less sure of who he is.
This Doctor is much more flawed, and cold, which makes Clara a lot more vital this season. It reminds me of the RTD era, where the Doctor had a tendency to become cold and dispassionate, while his companion helped give him perspective and humanity. I think Clara is much more than an obligatory tag-along this season, and that he needs her more than ever.
So far I don't like Missy or Danny Pink at all, there's just not enough connection there for me to care about yet. That should change as they reveal more about their story, but for now it's just an entirely separate thing taking up time.
There have definitely been changes this season. So far, I'm liking them. The editing also felt more timey-wimey.