The third season of USA's hit spy-series, Burn Notice, is coming to an end this week with Episode 3.16: "Devil You Know", which has some huge consequences for it's lead character Michael Weston. Michael's worst fears come to life when a world-class terrorist is unleashed on Miami, threatening to detonate a bomb if Michael doesn't give him what he wants. With the FBI hot on his trail, Michael will need every advantage, and every friend, on his side to defeat this madman. We recently had an opportunity to speak with the shows stars Jeffrey Donovan, who plays burned-spy Michael Weston and Gabrielle Anwar, who plays his gun-touting on-again-off-again girlfriend Fiona, to find out what fans can expect from the explosive season finale and what to look forward to in the upcoming forth season. Here is what they had to say:

Are either of you at all surprised by the success of the show and the following that it's gotten over the years?

Jeffrey Donovan: Well, I think that all you can hope for is that you make something that people want to watch and then somehow keep integrity while doing that. And so I think we're very happy with the ratings definitely. I know we work really hard, so surprised, yes, we're always surprised when anything succeeds in this day and age.

Are you both pleased with your characters and the evolution that they've had on the show and where would you like to see them go in future seasons?

Gabrielle Anwar: Do you think we've evolved? I don't know where we're going, where are we going, Jeffrey?

Jeffrey Donovan: Well, I think that, I'll speak for Gabrielle; I mean I know from talking with all the other cast mates, we're very happy with where it's going. But sometimes Matt Nix and all the other writers keep us slightly in the character dark, not because they don't trust us with the knowledge, but they're just trying to figure it out as well along the way. When you're dealing with espionage and covert affairs, sometimes the secret is more exciting than the knowledge. If we were both in charge, I would love a deeper insight into Michael's past, that's for me. I don't know about Gabrielle, what would you like?

Gabrielle Anwar: I'm quite happy with Fiona's enigmatic state of being. I don't think I need to know more about; I'd love to know more about where you're from, absolutely, but I quite like not knowing. I don't like to know who I am.

Jeffrey, it's rumored that in the season finale, Michael will be going somewhere other than Miami and that he won't be alone. Can you tell us where your characters going and why, as well as who's going with him?

Jeffrey Donovan: Well, obviously I can't. It's the season finale, and it's really literally in the last five minutes of the show. It's a bit of a cliffhanger. Michael's been stuck in Miami for quite some time, and there's a couple of psychopaths on his tail, and things come to a hilt. And by the end of the show, Michael is actually transported out of Miami, but I can't tell you where, but it's a bit of a cliffhanger.

Bold|When you first read the script for the pilot, what attracted you to the series and your characters?

Gabrielle Anwar: I was drawn to the character, Fiona; I just thought it was so brilliantly written. It was sparingly written, but so insightful. I couldn't believe that a man had actually written the script, I mean at least her character. When I first met Matt Nix, who created and wrote the script, I actually said to him, you must have a remarkable relationship with your wife, because you have such incredible insight. So that was what intrigued me about playing a character. When you sign up for a TV show, you don't know if it's going to be for a pilot or for the rest of your life, so I wanted to play a character that I enjoyed thoroughly, and there weren't that many of them out there. So that's why I clasped onto this script with great hope.

Jeffrey Donovan: I got hooked on the voiceover, the first page is a voiceover, it says, "You know what it's like to be a spy?" I love the idea that not only do I get to play a spy, I get to play a burn spy, and on top of that, I can talk to the audience about what it's like being a spy. I thought I had never seen anything like that on television, so that's what hooked me.

Without giving too much away, can you tell us a little about what will be happening in the series finale?

Jeffrey Donovan: It's difficult, because the finale have a lot of cliffhangers and a lot of reveals. So without giving too much away, Gilroy, who's basically a psychopath controlling Michael's actions, has to deliver a plane that has a secret piece of cargo in it and needs Michael's help to do it. When that happens, you find out it actually is someone quite dangerous, and Michael unfortunately allows him to escape. And then the finale is about trying to capture this psychopath that's loose.

You both have had a lot of success in film yet you continue to come back and do television so what do you like about this particular medium and why do you keep coming back to it?

Jeffrey Donovan: I think that, especially with cable, it's an avenue to be creative. I think why people are drawn more now to cable shows than ever is that they take more risks, they're creatively pushing the envelope. I think that the networks have to answer to a bigger advertising calling, whereas the smaller cables have lower ceilings that they can bump their heads on. So I think that's why I keep being drawn back to television, because I think it's one of the most creative outlets. And if you think about it, we make 16 one-hour movies a season. You don't get any opportunity like that in movies. I mean, I can't say I'll be able to do 16 movies in the next year, and so that's how I see it. How about you, Gabrielle?

Gabrielle Anwar: I like the stability, the continuity of having a lifestyle where I know I can pay my rent at the end of each month. And also I have these children that I am raising and it's nice for all of us to sort of know that we're going to be in a specific place for a certain amount of time. I've never known that in my career. So I'm really quite grateful at this point that I get to have the sort of double existence and I can rely on both.

Gabrielle, can you take us inside Fiona's mind with regard to Michael's pursuit of the truth and trying to erase the burn notice. What is her sort of threshold and how long can she wait for him to fulfill this quest that he's on?

Gabrielle Anwar: I don't know. It's really not up to me is it? I have my own personal threshold and it was at the end of season one. I think it's going to be a real testament to have patience and adoration of Michael, which I don't think she would admit either.

One of the strengths of the show is that each of the three major characters is capable of assessing the strength and weaknesses of an opponent or an ally. Could you put yourselves in the mindsets of your characters and then assess your own characters and each other for us?

Jeffrey Donovan: Well, Dr. Freud, I would say that Michael is probably some sort of borderline personality disorder who grew up in incredible fear in a dysfunctional hostile family. He ran away and escaped it, so he joined the U.S. Army to find a noble pursuit. Now, he uses all the things that damaged him as his abilities now to help others. I wouldn't even go in to trying to figure out Fiona.

Gabrielle Anwar: I think she finds it extraordinarily erotic. I do. I think its foreplay, all of it. I think she finds him the most fascinating creature.

Jeffrey, you and guest star Tim Matherson have a great onscreen chemistry together, will we be seeing more of Larry in the future?

Jeffrey Donovan: Yes, you will. Larry's such a pivotal thorn in Michael's ... and that gives my character great ammunition to kind of fight with. He's a terrific character and Tim's such a wonderful man and an extraordinary actor. One, we were lucky to get him, and two, he's actually happy to be on the show and wants to continually come back. He'll be directing season four's premiere and also, he'll return as Larry at some point in the season.

Gabrielle, I was wondering about you and Madeline, your relationship with each other, obviously she and Michael are a tribe of two, but it's growing bigger. Can you talk about that?

Gabrielle Anwar: Yes. I think that these two women have a tremendous amount of respect for one another. And you're right, there's so little spoken about what's really being felt and really being witnessed with that connection to Michael, which I think is pretty accurate to real life, especially with the in-law figures. There's so much that's not spoken out loud, and yet there are so many physical undertones and it's very apparent, and that's thanks to Sharon. I mean, her performance is so beautifully nuanced and I find it terribly inspiring. She's a wonderful woman and actress.

Can you tell us who would be your dream guest stars you'd like to see appear on the show?

Gabrielle Anwar: Steve McQueen.

Jeffrey Donovan: Yes, he's dead.

Gabrielle Anwar: He is?

Jeffrey Donovan: Gosh, you don't read the papers.

Gabrielle Anwar: I didn't realize it had to be somebody who could actually appear on the show, but I would say Steve McQueen.

Jeffrey Donovan: I would love Angelina Jolie.

Do you think there might perhaps be any other USA network show crossovers in the future and would you like to see that happen?

Jeffrey Donovan: I actually would like to do a crossover somehow with White Collar; I think that the show tonally is similar to ours. I don't know how that would work, but I would like to see that. I don't think we would work with any other show. I think Psych and Royal Pains doesn't figure into our tone.

Bold|Both of your characters have to take on different kind of characters and personas in order to help your clients so do you have favorite kind of accent or persona that you've done or how you get the inspiration for that or if you just go with what's in the script?

Gabrielle Anwar: I don't know how Jeffrey can come up with these creations that he does. It's pretty remarkable, especially he's got such a heavy workload and yet he still can create these fabulous side characters. It's really, really fun to watch. I don't have that in my repertoire, so I'm glad it's all on his shoulders.

Jeffrey Donovan: Oh, sure you do. You played the French character; you played a hillbilly kind of girl, white trash girl ...

Gabrielle Anwar: That's it; we've seen all I've got.

Jeffrey Donovan: I think a lot of the characters that we play really do come out of a script. The writers are incredibly talented and they really help us with specific dialogue and note and kind of character descriptions.

Gabrielle Anwar: Yes, you do still come up with these fabulous little quirky things, like the chewing tobacco and the tooth picks and it's really fun. Those little tiny quirks make it so much more interesting than if it were just what was on the page I think.

Jeffrey Donovan: Some people call those crutches. I think those are crutches. But my favorite character of all has to be Michael McBride, the Irish character that I played. It's because it's the character that Fiona had fallen in love with, so it's very dear to my heart.

What goes into learning all the side tricks on the show? Is there a lot of training and research involved in your roles?

Jeffrey Donovan: We have an ex-operative that actually is a consultant on our show that Matt Nix and the other writers have access to, so everything that is put into the show gets vetted through him before we air it. Ninety-five percent of it you can find on the Internet anyway, but everything that is put into a script has been researched and vetted, so that when we speak it or we do it, we know it's actual.

What has been your most memorable experience with meeting the fans of the show?

Gabrielle Anwar: I think actually to be honest; it's the fact that so many couples are enjoying it together. It's become sort of a date night theme, which is really fabulous. I'm happy for bringing the love; it's all about the love.

Jeffrey Donovan: Yes, that's actually true, Gabrielle. A lot of husband/wives and boyfriend/girlfriends come up to me, the husband will say, "Oh my gosh, my wife loves the show. I got her onto it," or she'll say, or a woman will come and say, "My husband didn't watch the show until I told him about it." It's pretty neat that it is kind of a date night for couples.

In season one the question was, who burned Michael? The second season was about Michael getting away from Carla and this season has been about Michael being open and exposed so now that we're seeing how Michael is and how the group is without the big overall mystery of who burnt Michael Weston, and who's doing this, is there going to be a return of management anytime soon? Maybe management checks in saying, "Michael, do you want to come back?" Are we going to see that at all in the season finale or possibly in season four?

Jeffrey Donovan: Yes, season four is actually pretty remarkable. I met with the writers last week and we kind of broke down the next eight or nine-episode ark. A new character is going to be introduced. I don't know the name yet, but he is going to be a young operative, but he's going to play a significant new role on the show. And then there is actually going to be a change of management. There's going to be a new management that controls Michael's life, and you'll see Michael have to go on even more dangerous missions under this new management with the new operative.

Clearly Fiona wants Michael to settle down with her and build a life, so for either of you, what do you think the life with Michael that Fiona longs for would look like? Does she want to be a suburban housewife with three kids and a dog?

Gabrielle Anwar: I don't know to be perfectly honest whether she does want to settle down. I don't think that that is interesting to her at all. I think she wants to feel secure, but again I don't know what that definition of security might be to her. It's certainly not your typical conventional idea of marriage for example, but I think she wants to feel secure because she's a woman and it seems innate in all of us.

Jeffrey, you have a lot of great fight scenes on the show, how much of the fighting we see is actually you and how much is compliments of the stunt coordinators?

Jeffrey Donovan: Actually what you see is 90% me actually. I have a black belt in Shotokan karate, about 15 years experience. I have eight years in Jujitsu and Akito, and about three years of boxing. So what I try to do in every episode is the stunt coordinator makes it safe, but most of the time I choreograph it. And it's a great relationship, because I will say what would really happen here is this, and then he comes in and makes it safe for the guest stars. And if something gets too physical, then the stunt men come in and take over.

After having three seasons under your belt, is it getting easier or harder to keep playing these characters and stay invested in them? Are there any challenges you're facing now that maybe you didn't have in the beginning of the show?

Jeffrey Donovan: I'm getting older. And as you get older it's harder to run and jump over cars and beat up bad guys, but it becomes easier in some ways because you know the characters so well, so it's a little bit of both. What would you say, Gabrielle?

Gabrielle Anwar: Yes, I always get a little anxious like the first day of school when we've had our hiatus and we're coming back, because I think I'm not as insane as I was when we started shooting, which really landed itself to Fiona. And now I'm afraid I might be getting a little boring in my old age, so I think that I don't know if I can step into her shoes and deliver. I have that anxiety before we start shooting.

Bold|Jeffrey, Have you ever tried any of the spy tips you give on the show?

Jeffrey Donovan: No. No, absolutely not. Gabrielle?

Gabrielle Anwar: Not the spy tips, no, but I do think that I can do super human things like drive my car at 150 miles an hour on the PCH and then get into trouble for it.

You have such fantastic chemistry on screen, so what is it like off screen with each other and with other cast members?

Gabrielle Anwar: Oh, it's a problem.

Jeffrey Donovan: Well, we don't find each other at all funny, that's a hard thing. We're very blessed, we really are. I know cast mates usually probably hide the fact that there's tension and turmoil, but Bruce, Sharon, Gabrielle, and I, we get along, not only on screen, but off screen. They're extraordinary actors, but even better people, and the chemistry is just terrific. We have dinner; we hang out whenever we have time off, which is very little.

The addition of Chris Vance as a psychopath Mason Gilroy is really given you guys a violent insane villain this season and when Michael and Gilroy meet it seems like they're kind of coiled vipers waiting to strike at each other. He seems to really enjoy being a psycho so how has working with him added to the show during this season?

Jeffrey Donovan: Yes, he's definitely added a great tension to every scene that I'm in with him, and I think kind of a great super villain that kind of governs over the show. I think the best part of Burn Notice is always when the villain or guest star is either more talented, smarter, or crazier than the rest of the cast, because it ups all our game. What do you think, Gabrielle?

Gabrielle Anwar: Yes, I agree. I don't actually get to work with Gilroy, but I agree with you. There's nothing more inspiring than to have to pull everything you have out of your back pocket on the stage. And we have so little time to rehearse and to find everything imaginable in one scene, that when you do have this fantastic talent to work with, it really is, it's fun, it makes it so much more enjoyable.

Bold|What is your favorite aspect of shooting in Miami?

Jeffrey Donovan: I actually love the weather, to be honest with you. I love that the climate is constantly being washed and rinsed. You're living in the Caribbean in the United States and sometimes it's incredible blue skies and sometimes it's an incredible thunderstorm that kind of screams through, but I love that part of Florida.

What would you guys say is the most dangerous stunt you've had to do and were you ever actually afraid doing it?

Gabrielle Anwar: I don't like fighting with Jeffrey, because I always hurt him. Because I don't know what I'm doing, and he's such an expert, and I always manage to accidentally cause some damage.

Jeffrey Donovan: Yes, the most dangerous is either a bomb or something going off or a fight with Gabrielle. They're about the same.

Do you think that the relationship between Michael and Fiona could ever work on the show or is part of the magic of the series the tension between the two characters?

Jeffrey Donovan: Fiona and Michael are our real relationship in as much as TV relationships are built off of tension, and let's say it's Bruce Willis and Cybil Shepherd in Moonlighting. Once the banter ended after a couple of seasons and they slept together, there was no tension. That is a typical TV relationship. Ours actually is atypical, we have had sexual relations, we have fought, we have gotten back together, we've hated each other, we've become friends to each other, that is the tumultuous relationship of their dynamic, and that will never change. So the tension is not about them hooking up, the tension I think is their love for each other and how that's displayed every episode.

Michael's relationship with his mother has softened a lot this season from where it was in the first season when they were constantly fighting, is that going to continue t grow throughout the series?

Jeffrey Donovan: Yes. Well, you can help but love Sharon, but at the end of the day, we're actors and we can create any hatred or tension that we need for a scene to work. So I don't think the writers were ever thinking like, "Oh, how nice, Jeff and Sharon get along, let's make them love each other on the show." I think what you're seeing is just a natural evolvement of what does a viewer want to watch. Do you want to see a mother and son antagonistically attack each other every single episode for five years? I don't think so. So it's just a natural progression, just like Fiona and Michael's natural progression.

Jeffrey, a lot of Michael's edge comes from his difficult childhood with his Father, which has been alluded to on the show. There is a lot of fan rumor speculation that things might not be as they seem and that Michael's Father could still be alive, what do you think of that theory and how would it change your character to have that element added to the show?

Jeffrey Donovan: Well, that device is always in play every season. I don't think we ever sit around and plot that Michael's father is going to come back. It's not something that we think about, we just know that the device is in play and we like it that way. I think the only shocking thing would be if Sam turns out to be my dad that would be awkward.

What's the most challenging scene that you two have done together? Are there any scenes that you've done together that really stand out as especially memorable for you?

Jeffrey Donovan: Yes, I really love a scene that kind of came out of working with Gabrielle this past season where we created a scene that wasn't necessarily on the page where I slap her across the face. And Gabrielle did such an incredible performance of having to deal with her feelings for Michael hitting her and then acting as an undercover character. That I think was probably some of the best work I've ever seen her do and that was one of the most memorable moments for me.

We've seen a lot of popular TV shows get the action figure treatment lately such as "Lost," "Heroes" and even "Dexter" so how would you feel to have your likenesses made into little plastic figures?

Jeffrey Donovan: Wait a minute, wait a minute, wait a minute, Dexter, a serial killer is an action figure? Does he have a knife in his hand? I mean, are you kidding me? Are kids playing with this stuff?

Gabrielle Anwar: I sense a little jealousy.

Jeffrey Donovan: You sense a little fear. I would love a Michael Weston action figure and a Fiona Glenanne action figure, and then I could blow them up at home.

Has there been any talk about introducing flashback episodes to the series to show how Fiona, Michael and Sam meet?

Jeffrey Donovan: Flashback has been talked about, but not in a nice way. We're not, one, we've never done a flashback ever of anything and it's just not a device that we employ, so I doubt it, but I can't rule it out. One of my favorite episodes of Magnum PI, which I was a fan of, was when Tom Selleck got knocked off a boat and he had to wade in the water until he was picked up. So they just basically shot him for about a half an hour wading in the water and then did the entire show of flashbacks. I liked that idea.

Finally, what has been your most memorable episode to shoot and why?

Gabrielle Anwar: Wow. I think the episode that aired last week was the most memorable for me, because I actually had to work every day, for once. It's true, I actually had a much greater significance in the storyline for this particular episode, so I got a taste of what Jeffrey has to contend with on a daily basis, and I was absolutely bloody exhausted. So it was memorable, because I just had to work really hard "for once."

Jeffrey Donovan: And I guess my most memorable is the pilot. No one had ever heard of Burn Notice, not even the term. They put this rag-tag team together of Bruce, me, Sharon, and Gabrielle, and Matt Nix who had never been given a show before, and we just kind of went down to South Florida and we made our show. We made the Burn Notice and what every episode has been based on since, so that's the most memorable. Because I'm so proud that we took a risk, we did the show we wanted to do, and that it caught on is just gravy.

The season three finale of Burn Notice: Episode 3.16: "Devil You Know" airs this Thursday, March 4th at 10PM EST on USA.