I think companions are supposed to be the Doctor's moral compass. The Doctor has shown to not be using his own over the past couple of years. Even beforehand in Tennant's years Donna was very much a guide for the Doctor's actions (Fires of Pompeii for example where she forced him to go back and rescue someone, anyone, because that was better than nothing). The Doctor even tells Rose that the clone grown from his hand that genocided the Daleks was him before they first met, and "You (Rose) made me better". Especially after the events he had to shake off regarding the Time War.
With the regards to the actual story, the whole reason behind the paradox and the Doctor not being able to go back to rescue Rory at the end is explained near the start of the episode when the Doctor tells Amy she can't read to the end of the book because it forces the events to happen. Rory found out that he was going to die in that apartment building so they had to force a paradox to stop it. He saw his own name on the gravestone just before being zapped by the Angel so the Doctor couldn't go rescue him as it would cause another, bigger paradox. Amy's name wasn't originally on the gravestone but after she made the choice to follow Rory back, the Doctor could no longer follow because he knows her fate and can't change it without making a bigger mess.
The same point is made throughout the episode, the Doctor is originally ecstatic that River managed to free herself from the Angel without breaking her wrist as he had been told by Amy that he would "break something", so he thought he could change predetermined future without much effort. The fact that River had to break her wrist in order to free herself reinforced the idea the episode created about forced futures through knowledge.
Whether you agree with the science behind idea presented in the episode or not, it's reinforced throughout to explain the story.
11's reaction to losing Amy and Rory is what I think is most important about the episode, something I've seen very little other reviewers or fans talk about. Smith's Doctor is openly distraught at the turn of events at the end of the episode, much more so than Tennant. Who either a) Appeared emotionless to Rose and didn't even cry until she was gone. b) Didn't even try to stop Martha (yeah she didn't die or anything but he still could have showed some sadness). c) The Doctor-Donna's death by his own hand had him show very little outward emotion. Even the obvious sacrifice he made for Wilf was drastically underpinned by his "It's just not fair. This is my reward" speech. Which was more general shouting at the universe and not getting his own way.
11 looks for the first time since the series started again, genuinly upset at the loss of Amy and Rory. Maybe something to do with the whole "First face this face saw. You are seared onto my hearts forever" thing.
Yeah the Statue of Liberty thing was a bit much, but it only appeared twice and didn't end up being a stupid end boss or anything so it didn't bother me too much. Other than that I much enjoyed this episode, very emotional by the end.