I knew I would like the series when at the end of the first episode Mal pops that Alliance Agent without ceremony. No cheesy lines, no buildup, just BAM! This is how it should be done...
Read the comic books (which take place between the end of the show and the movie) - the Fed (Dobson) returns to get revenge, having gotten some reconstructive surgery and a prosthetic eye.
Now, the second time Mal gets the job done right. During the firefight he shoots the guy in the other eye, and then before leaving shoots him again, just to be safe.
So remember - before dumping someone in the desert, make sure they're all the way dead.