My initial impressions of Heller are much like Orin Kerr's, yet these three things struck me:
1. Both Justice Scalia's majority and Justice Stevens's dissent are quite scholarly, including citations to recent and forthcoming scholarship. Like Orin, I noted the citations to our colleagues Eugene Volokh and Randy Barnett, as well as to others who comment here at the Volokh Conspiracy (including significantly Clayton Cramer).
2. On first reading, I think that the Scalia opinion got it about right: the 2d Amendment protects an individual right, the right is tied to self defense, preambles are preambles (as Eugene Volokh persuasively argued), "keep . . . arms" meant to keep arms, the Miller case has been widely misunderstood as collectivist, many existing legal restrictions on guns are legal, but outright bans on guns and restrictions that render self-defense practically impossible are unconstitutional. Though Orin is right that much is left for later cases, that is simply old-fashioned case-by-case judicial decisionmaking.
3. In dissent, Justice Stevens seems to have been unduly influenced by the brief from historians and law professors putting forward a "civic rights" view. That brief was put together by Carl Bogus and joined by many historians who initially jumped to Michael Bellesiles's defense, including Jack Rakove, Saul Cornell, and Paul Finkelman.
Personally, I was surprised to see Rakove's name on the brief. In January 2001, I was on a panel with Rakove (and Randy Barnett) in San Francisco. Not surprisingly, Rakove and I disagreed about the early history of guns in America (at the time Rakove was supporting Bellesiles's views, a position for which he later publicly apologized). But Rakove and I were largely in agreement about modern policy. When asked about DC's outright ban on guns, Rakove expressed his opinion that such an outright ban would be among the few modern restrictions that would be unconstitutional.
Of course, in 2001 Rakove was just giving his unconsidered opinion regarding a statute about which he knew little, but I was still surprised to see that he had switched sides on the constitutionality of an outright ban on guns.