Yeah, I thought that Penny was Bad Horse too. But then, as you said, that's Joss Whedon. We've known him for years now. We should have known better...
And Yay! for Keller/Mackay. I loved how he was worried about her. And Keller's little conversation with Teyla in the begining of the episode was very sweet "He surprises me sometimes"... awww!