He was superb. If you haven't already heard it, you can download the audio of it in a podcast from iTunes. Just navigate to Podcasts about News & Politics and you'll see it under NBC.
Say what you will about Cheney, but the guy is a great politician and very sharp. Russert tried to hammer him (as he does to people from both sides) and Cheney made his points clearly and defended the neo-conservative worldview brilliantly.
I happen to not be a neo-conservative, so I disagreed with a lot of his assertions about the threat of Iraq under Hussein, the need to invade, the continuing need to occupy, the threat of the Islamic movement, etc. That said, if you can't appreciate the guy as a great politician and sharp leader, I don't know what anyone can say to help you.