The sniper is Jack Bauer's Twin Brother.
He is played by Kiefer Sutherland, he has made steps to make sure that he wasn't caught even near the end, and to top it off his little stunt was his own version of Jack's Interrogation.
The sniper is an Alternate Universe Jigsaw.
He is obsessed with making people face the truth in themselves, and did mention he'd done this to others at one point in the movie.
The Caller and Stu will meet again
Sometime in the future when Stu really has become a good person, the Caller will test him somehow to find out how reformed he is.