What a cop-out! Today media and fans clog the intertubes with clues and theories and Easter eggs to prove whatever theory you prefer, but what the finale actually did (irrespective of all the extra-textual bullshit David Chase decided to build into the episode) was to revoke the whole premise of the show. Mob boss sees shrink. In the episode before last, when Melfi shows Tony Soprano to the door (evoking the end of The Godfather) we know that this bodes poorly for Soprano, who has wrestled with panic his entire life and career. Chase exited Melfi in an inexcusably clumsy way (a colleague at a dinner party Googled a study, a study, singular?), it set up Soprano's fall by taking away his crutch. The viewer could only expect the burden of his childhood and his lack of an heir apparent to come crashing down on him.
Instead: Having achieved total victory by following Phil Leotardo's risky proposition of war, the entire New York crew decides to join up with the shambles of the wrecked New Jersey family (whose business New York had already assumed!), thereby leading to the Leotardo's demise. Having never proven suitable to take up his father's work, A.J. Soprano finds himself taken with another category of crime (terrorism!: why else his professed obsession with the car's explosion, his alternating invented justifications for joining the military to get to Afghanistan?)—only to be dissuaded from this path when Soprano Sr. flashes a shiny object in front of him.
The season-specific conflicts all tidied up, the messiest bit comes in at the end. Chase chooses not to conclude the show, but that, of course, isn't an option for a media-heralded conclusion of an epic series. The show tells us with its ambiguity that Soprano keeps on keeping on: Maybe, in the end, he's pinched by the testimony he describes or someone finally pops him or he just lives his life with his family, and all of those things in their copotential possibility are suggested by this Schroedinger's cat–foreshadowed dinner, but none of these foreseeable endings speaks specifically to the premise of the show: Mob boss sees shrink.
SHORTER POST: Tony Soprano's dead, and David Chase killed him.
Not whether Tony will die, but how? Given the disappointing arc this (half)season, I will guess that it will not be by fire but by ice. What's ruining the family—beyond the sudden, nearly far-fetched, and certainly disappointing revelations that Tony Soprano has a gambling addiction and that his addiction has driven the family to the brink of insolvency—is the lack of an appropriate successor. It's a shame that the writers invested so much in making the family (that is, on the business side) look incompetent, since this is a problem that could wreck Tony's family (business and immediate) even if the Jersey family were doing as well as it was when Johnny Sacks was running New York. (Which wasn't that long ago, in the series, which is one reason why the sudden alterations to the established power relations between NJ and NY are so unacceptable, notwithstanding the fact that gambling addiction is a powerful disease, evidence of which the viewers should have seen long ago if Tony Soprano had this flaw all along.) I'm envisioning the end of The Sopranos through the lens of Lion in Winter, in which Carmella realizes even before Tony does that Anthony Jr. is unsuitable and makes a play to secure her future: leaving him and wrecking the family, thereby exposing Tony to threats external.
But you go into an open thread with The Sopranos you have, so: I'll say that Tony dies from a heart attack provoked in some fashion by the anxiety he feels in retrospect about having killed Christopher Moltisanti, his last best choice.
