In all my years of being a 'road warrior' flying, I've never had something happen that close. I would be very interested to hear how that happened over the radio...
I can appreciate your compliments to the pilot, but it's really not that big of a deal (the go-around itself, at any rate. A runway incursion would be). I've seen it happen about a half-dozen times in the last 5 years, and have actually performed countless last minute go-arounds both in training and in "real life".
Sure, they can be exciting to a passenger in a passenger jet, but it's really not a huge issue by itself.