nah jessica wasn't the third sister. there was the original one (forgot her name), tracy, and barbara. it was revealed in the third season i think. jessica was the original's adopted sister who didn't have any powers i'm pretty sure.

Yep, Jessica is Niki's younger sister, who died and became Niki's alter ego.  Barbara is the third triplet along with Tracy and Niki.  They mentioned her, but she's never made an official appearance.

As for the season finale: I liked it up until they made Sylar Nathan. Its obvious the writers were just looking for a way not to kill Sylar.  Parkman could easily make the president believe anything he wants to (hell, put him on live TV, and like the Hypnotoad, he'll have the entire nation eating out of his hand). However, in that scenario there's no reason to keep Sylar alive.  Needless to say, I won't be surprised when Sylar remembers who he is in Volume 5.

Why won't they just kill Sylar?!

I have this bad feeling that in the next episode/series finale, Sylar will end up killing Ando, and in the process lose most of his ability just to de-power him and make it easier on the writers to write stuff for him. They obviously love Sylar too much to kill him off, so they need to pull a Peter on him to make him less invulnerable.

I'm with you - like Peter, they made Sylar too powerful too soon.  But if they can find a way to evolve him beyond an amoral, ability-taking psychopath then I wouldn't mind if they keep him.  And god help them if Star Trek grosses like 300mil, because Zachary Quinto will leave Heroes in a heartbeat.

He can move a part of his brain or spine or whatever without any ill effects?

it might have ill effects, we don't know yet. i mean it is like PHYSICALLY PAINFUL for him to shape shift but i dont know if thats it