Just sort of something I came up with, I refuse to believe Tony died for a few reasons, firstly because of the watercooler hype around who would die each week, in the 4th season, they were taking bets in Vegas etc on who'd get whacked. To turn it around on us seems like a really cool concept. And more importantly since their were long periods of time, especially in the later seasons, where it revolved aroung Carm and AJ just as much as T, so if he died, we should still see it from their perspectives imo. Its called "The Sopranos" not "Tony Soprano" afterall. David Chase also alluded to never ruling out a movie though nothing was currently planned, indicating to me, that their has to still be something to come back to if he ever wants.
Tho my friend swears up and down Paulie whacked him with no real found evidence.
It's just going to be one of those endings, like The Thing, where were always left wondering what the hell just happened.