I wouldn't count myself as a fan of The Soprano's. Though I've seen it enough over the years to understand the show, I was never excited about it. My sister in-law came over to our house to watch the last 5 or 6 episodes every week this year, so I ended up finishing the series as a regular viewer. I loved the end last nigh, I actually applauded. At first I was thinking David Chase was having a good laugh on us all, but today I'm not so sure. Upon further review....
I'm pretty sure Tony died. There was a very brief flashback in an earlier episode (last week?), where his brother in-law says something about never hearing it when it happens. So that last scene is what would've happened when he got shot (from his view). He would see his daughter walking in, and that would be the end.
Either way I liked it. It leaves it all up to us to figure out, at least for the time being.