I really think this is the best episode so far. This part of the manga was hard to read for me because what happens is so horrifying (with Nazi vampires eating babies and such), but I like how they executed it here. It's not just carnage, but carnage with style (which is what Hellsing does best). I'm especially impressed with the use of music, such as using "Broken English" when Millenium starts their attack on London.
Also, since Alucard only appears briefly, the rest of the cast get the spotlight and there's a greater sense of danger. Really, Alucard is my favorite character, but things are so much more interesting when he's not just overpowering his enemies. Integra, Walter, Penwood, Anderson, Heinkel & Yumie, all got their chance to shine and made me cheer. Lots of badass moments.
And LOL I can't believe they used Alucard's cracky dream as the opening scene. XD I don't recall the manga having those references to The 6th Sense and The 5th Element, so they must have added them in. In any case, it made me laugh.
Now I can't wait for the next episode, which will probably be Seras VS Zorin omg!!! *_*
EDIT: More thoughts here.
EDIT 2: AHAHAHAHA OVA 6 TRAILER! "Is this a dream...I had a dream that I had nothing to do." "Master, it looks like that isn't a dream." XDDD