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In the episode "God's Eye", Stanton Parish's devices go off in Grand Central Station. Everyone inside, alpha and normal alike, are knocked unconscious (or, presumably, killed in the case of most normals).

Gary, however, seems completely unaffected and the episode ends with him wandering around the station in the aftermath. Is there any explanation for why Gary is not be affected like everyone else?

Gary's power deals with the manipulation of the electromagnetic spectrum. His optic nerve and neural architecture are able to perceive a wider array of the electromagnetic spectrum and manipulate, at an unconscious level, electromagnetic radiation.

The photic stimulator is designed to increase or augment the abilities of Alphas, and can supercharge and over-stimulate the human nervous system/brain via the optic nerve.

Since Gary's power to manipulate the electromagnetic spectrum is controlled though the interface of his optic nerve, he may be immune to the more dangerous aspects of the photic stimulators simply as a reflex action of his Alpha ability. It makes sense he would not be affected as his control of electromagnetic phenomenon would probably deflect any EM information which would appear to be causing a dangerous surge in his neural activity.

Before you say, Gary has control of his ability, so it isn't unconscious, what I mean is his power does not function because he understands how it works. He only knows that it does and can intuitively manipulate EM radiations to gain the results that he does. I suspect his use of his Alpha ability is still a reflexive interaction and he is still learning what he is capable of. Remember his surprise when he discovers that the Sun, the stars and even plants had electromagnetic signatures he could be aware of.

It is a combination of his autism and his Alpha ability, both of which mean his brain processes information differently, he can see far more of the EM spectrum, so he'll be less affected by the small part of it that we can see (visible light).

I think the last scene didn't really happen and that it was all in Gary's head: reason, his ability actually made him more susceptible to the effects of the photo stimulators causing him to go into a coma where he imagined that everyone else died. In my theory the second season would've opened a few months later with Gary in a coma, Stanton in Binghamton, and the team alive and well including Rosen who discovered that he like his daughter is an alpha. The team would be working tirelessly to both, take down Red Flag's forces who are running rampant without Stanton's guidance, as well as wake Gary up. In Gary's coma world he believes he is desperately searching for anyone else to no avail as he seems to be the only person left alive in the world while also being chased by a shadow-like figure who later turns out to be Gary's subconscious self who wakes Gary up though without his memory of who he is or anything else. After waking up Gary's abilities have grown beyond belief to the point where he can now manipulate not only EM waves but also the subatomic particles themselves, giving him telekinetic, telepathic, technopatic, matter manipulating, energy manipulating, light manipulating (photons), and time manipulating (tachyons) powers, easily making him the most powerful alpha alive. However, because of his confusion his fear makes his abilities go out of control and the DoD wants him taken down by any means necessary which Rosen and the others try to prevent by finding Gary and calming him down with a little help from Rosen's own alpha ability. Gary then spends the rest of the season trying to remember his past and bonding with Kat over amnesia to the point that they begin a relationship. That's all I have so far.

Such a great show! I wish they could continue series by another means than sci-fi channel many more possibilities now.