One of my friends is a HUGE Sopranos fan and she has broken it down this way:
Tony is dead.
In the first episode of this season when Bobby and Tony are at the lake house in a boat, they talk about what being shot must be like. Bobby says, "you probably don't even hear it when it happens right?".
The second to last episode (the one before this) at the very end, Tony is holding the gun Bobby gave him in that episode and flashes back to that scene of Bobby, again saying, "you probably don't even hear it when it happens right?".
Four times in the final scene, Tony hears the door open. Each time, the bell jingles, camera shows Tony looking up, then it switches to his perspective.
The 5th time this happens, it is Meadow walking through the door. The door jingles, camera shows Tony looking up and then switches to his perspective, which is black because he has just been shot in the head.
She also sent me a long winded explanation of who each and every person in the restaurant was and how it all goes back to Tony's past. I didn't ask her how many times she watched it.