Desmond had been banging on about it for most of Season Three. Every other sentence was "Yer gonna die, Charlie!" with that guy. So that Charlie actually did die probably didn't come as much of a shock. It was more a matter of when, and how.
The moment he elected to swim down to The Looking Glass there was very much the air of it being his last mission, and so it proved (though he lasted a bit longer than we thought he might on account of there being a living environment down there complete with a couple of trigger-happy lesbians*).
Still, what a death. For me, the best death of any major character. Drama and emotion and excitement all pulled off in one grand scene. Enjoy. . .
The reveal of that mad bastard Mikhail holding a grenade was just a delightfully twisted Lost moment. Charlie's final moments were pure heroism; scribbling the 'Not Penny's Boat' message down before surrendering to the flooding water with a last cross of his heart (harkening back to his time in the church).
I also particularly enjoy Michael Giacchino's scoring of this whole sequence. And that last shared connection between Desmond and Charlie, when he reads the message and nods his acknowledgement. So much said with absolutely no words.
A lot of words followed, mind. From people discussing why Charlie locked himself in the room in the first place (it can be justified in all kinds of ways, but the one I have settled on is that he was ensuring he died to justify Desmond's vision of Claire being rescued) and the dubious overlooking of hydrostatic principles (fear not, those who are unaware, my next glorious post covers this very issue). No matter which way you slice it, it was a terrific scene and a top class send off for one of Lost's veteran originals!
*The assertion of lesbianism to Bonnie and Greta in The Looking Glass may not be entirely, strictly factual. But it does make for a potentially interesting spin-off series - Bonnie And Greta: The Looking Glass Months. You know you'd watch it.