We did win. As is typical of important decisions from SCOTUS, it is a *close* one at 5-4, our favor. Also, as is typical of SCOTUS, it is a largely incremental decision that if read closely offers all sorts of hints to even moderately cagey politicians as to the likely direction of the Court in similar cases - a blueprint, if you will, for "how to stay out of our sights" from SCOTUS.
The best example I'm aware of is the series of cases beginning in the 1940's that eventually led up to the Miranda case, which effectively required, in the end that all arrestee's be read what came to later be referred to as their "Miranda Rights" upon arrest or detention. In that series of cases, the SCOTUS of the day didn't just one day haul off and go from "zero" (where rubber hoses and back room interrogations were ok) to Miranda in one fell swoop - they took several cases, scattering (in retrospect), that logically LED to Miranda.
Heller is not our Miranda. Heller is early days. It's a good decision that lays some really hopeful groundwork for us, but it does not incorporate the Second Amendment against the states under the 14th Amendment, and it does not wholly eliminate licensing and other control schemes (it merely hints that more drastic SCOTUS action may be available in future cases regarding such issues, and that a high standard will be set for such schemes survival).
I would've *liked* a far broader decision invalidating everything from GCA '34 forward and wholly incorporating the 2nd against the states, but this is a happy and good start.
By all means, let us celebrate Heller. It's huge advance, but the battle is far from over - a shout of glee is well within the appropriate.