J.R. Martinez on 'Dancing With the Stars' 2011 Win, Favorite Moments

Nov. 23, 2011— -- J.R Martinez, who was crowned the new champion of "Dancing With the Stars" Tuesday night, in one of the closest and most thrilling finales ever, admits that the suspense before the show unveiled the winner was killing him.

"I said to Karina … 'Can they just tell us already?' It seemed like the moment was just lasting forever when they were building up the suspense," the actor and war hero said today on "Good Morning America." "It's amazing. We've all been putting over three months of work into this. To be able to hold that [mirror ball trophy] up was a tremendous honor."

It was also the first win for Martinez's professional partner, Karina Smirnoff. "I think I was screaming so loud, I lost my voice. It is an amazing feeling," she said today on "GMA," "and what a person to share it with."

Martinez, who survived an IED explosion while serving in Iraq that burned 40 percent of his body, danced his heart out against finalists Rob Kardashian and Ricki Lake in the two-night finale. Lake, who was leading the pack after the first round of dances, surprisingly failed to advance to the top two, taking third place.

Kardashian, the dark horse of the bunch who had showed tremendous improvement in recent weeks, went on to dance an instant samba against Martinez. Both received perfect scores from the judges, but combined with viewers' votes, Martinez was awarded the mirror ball trophy.

"I literally couldn't have asked myself to have done any better. I went as far as I could go," Kardashian, 24, said. "J.R. deserved that trophy."

All three finalists and their professional partners jumped on a plane after the finale and flew overnight from the ballroom to "Good Morning America's" Times Square studio to celebrate. Fans gathered to serenade the group, who showed a real sense of camaraderie as they answered viewers' questions and dished about what went on behind the scenes.

PHOTOS: The 'Dancing With the Stars' After-Party on 'GMA'

In between grueling rehearsals, the finalists said they made time for fun, popping into one another's studios and playing pranks.

"We'd take a break but instead of going to sit down, we'd go to everyone else's rehearsal. Just trying to keep everyone's energy up," Martinez explained. "That was the cool thing about it. It was never competitive among us. It was all fun and we cheered everybody on."

Martinez also loved to play practical jokes, putting a fake spider in pro Cheryl Burke's dancing shoes and hiding Rob Kardashian's shoes and cell phone.

"For two hours he didn't rehearse because he was looking for his phone," Martinez added.

For reality TV royal Rob Kardashian, the best part of his weeks were those very same rehearsals, where he learned the routine from his pro partner, Cheryl Burke.

"I genuinely did like kind of learning a new dance. You start over every single Wednesday, that's the worst part of the week and then you have to learn a whole new dance again in four days, but I enjoyed it," he said.

For 43-year-old Lake, who'd shed serious pounds and came into her own on the show, the experience was physically and mentally challenging but incredibly rewarding.

"This really is putting everything on the line. Your body is at its limit. You get emotionally caught up in it. You want to win. You know, it's very scary to do these moves in front of 20 million people," she said on "GMA."

"I feel like I'm the every mom ... and I feel like I'm living out the fantasy of all those women out there who wish they could spend the time to learn to dance with Derek [Hough]."

The finalists couldn't stay away from the dance floor for too long, putting back on their dancing shoes to strut their stuff live on "GMA." They also were surprised with greetings their family and friends sent from the ballroom, including messages from Rob Kardashian's sisters and mom, Kris Jenner, Lake's husband and friend Kristie Alley, and Martinez's mother and girlfriend.

Dancers from the Dance With Me Studios, a leading social ballroom studio that such "DWTS" stars as Maks Chmerkovskiy and Tony Dovolani call home, performed a spicy salsa/meringue combo, to end the after-party celebration.

ABC News' Suzan Clarke contributed to this report.