Let's go one by one here:
I thought Romney hit the right note on immigration, at least from the perspective of GOP voters. His response to Giuliani's accusation that he operated a "sanctuary mansion"--a reference to having illegal aliens do some work around his house--was persuasive. It does seem a bit much to suggest, as Rudy did, that you should be responsible for whether or not a contractor you hire might be employing illegal aliens--or, as Romney put it, that you should demand papers from anyone who looks a little different or speaks with an accent.
Romney also seemed to get the better of the exchange with Mike Huckabee over making (non-citizen) children of illegal immigrants eligible for state-funded college scholarships. Huckabee offered what I thought was a wonderful, humane defense of the program--about not punishing kids for their parents' crimes, about how you'd rather have people get educations than not, etc.--but I suspect that's a step too far for most GOP primary voters. Romney's point about how Huckabee might have had great intentions, but that doesn't make it right, will probably resonate. (Notice, also, Romney's dig about how Huckabee reminds him of some of the liberals he dealt with in Massachusetts. We're going to be hearing a lot more from Romney et al about how Huckabee is a pro-life liberal.)
Romney's weakest moment by far was his attempt to square his previous comments on gays in the military--that he looks forward to a day when they can serve openly--with his rightward turn on social issues. He seemed caught off guard by the question, and his response--that this is not the time to consider it--sounded like the worst of both worlds. He didn't quite disassociate himself from the old position--clearly not a popular one in the GOP ranks, particularly among the social conservatives he's courting--but also looked like he was taking a new one (i.e., flip-flopping). Romney has to be especially careful with this stuff because he's not running as the authentic guy you can agree to disagree with; he's running as the guy with perfect pitch.
As for Huckabee, we saw a momentary flash of the temper he's reputed to have, but, on balance, I thought he held up pretty well under greater scrutiny. He defended his immigration record about as well as could be expected (it may still not be enough, but I don't think he could have done more with it), he was eloquent about why he supports the death penalty even as he opposes abortion, about his views on the Bible, about why Republicans must reach out to African-Americans. And I thought he did a nice job deflecting accusations that he was a tax-raiser by laying out some of the ways he lowered taxes for ordinary Arkansans.
I haven't gone back and measured this precisely, but it felt like the increased attention on him came at the expense of John McCain. McCain had a couple good moments--particularly when he lectured Romney on waterboarding and torture--but he often looked marginal, even a little out of it at times. It may win you points in a Republican debate to lecture Ron Paul about how we never lost a battle in Vietnam, but it sounded like too much ancient history to my ears.
Speaking of Ron Paul, he once again had my favorite line of the debate--in response to a question about whether he's a conspiracy theorist: "[I]t's not so much as a sinister conspiracy. It's just knowledge is out there." Right. That's what they all say...
Finally, Giuliani, as I mentioned, seemed a little over the top during the "sanctuary mansion" attack. He also did a lousy job fielding a question about gun control--leading with the point that local governments should be able to impose some common-sense restrictions, which the gun crowd hears as code for taking their firearms away. On the other hand, I thought he did a decent job with a treacherous abortion question, drawing some applause for saying that abortion policy should be left up to the states, which is where, he said, Roe went wrong.
More broadly, Rudy is basically selling Rudy, not a perfectly-calibrated message. As a result, I think he, much more than Romney, can get away with flubbing some questions here and there. Probably the best window onto this was the YouTube videos each of the candidates got to submit. Romney's was a polished campaign spot about how the country needs real leadership, etc. Rudy had an amateurish but cheeky and endearing video about taking on King Kong and lowering snowfall in New York City. It was the same kind of warts-and-all appeal that works so well for Rudy himself. It makes you inclined to cut him a little slack.
Oh, and I guess I should say something about Thompson: Nothing disastrous (though he couldn't seem to think of a single federal program he'd eliminate). There were even a couple winning moments, like his jabs at Romney and Rudy over immigration. (Thompson probably had the best non-deranged line of the night during that kerfuffle: "In 1996, I helped pass a bill outlawing sanctuary cities. The mayor went to court to overturn it. So, if it wasn't a sanctuary city, I'd call that a frivolous lawsuit.") But, ultimately, I didn't see anything that would vault him back into serious player-dom. On certain subjects, like immigration and guns, Thompson makes a feint toward conservatives. But he never sustains it long enough to establish a bona fide niche.