Kyon, who spent most of the series trying to be the voice of reason within the craziness, suddenly finds himself in a normal world. Koizumi isn't an esper, Nagato is a normal girl, and Mikiru doesn't know him, and isn't from the future. Haruhi is unknown to anyone at the school.
This is what Kyon seems to want, yet he still freaks out when it happens, and wants to find a way back. The movie contains a lot of soul searching for him, he discovers his true feelings for Haruhi and the rest of the Brigade. Kyon never really shows an abundance of emotion in the series, but he shows his true colours here. More than once, he is nearly in tears. It's really well done, not too much, and very emotional.
Nagato isn't developed a lot in the series, besides her powers and her past. But she has become a normal girl, and throughout the movie we learn a lot about her.
I loved the movie, I found myself on an emotional roller coaster throughout the movie. I'm glad it wasn't divided into a series, I don't think I'd be able to wait a week between each episode! If you loved the series, you'll love the movie.
