Here's an exhaustive (and anonymous) analysis of the diner sequence from the final episode of The Sopranos. It's a long but fascinating read - the most convincing of all the arguments I've read that Tony Soprano is deader than Zed.
The author even draws on films that influenced the series to support his/her argument.
David Chase is a well documented fan of Martin Scorsese and his mafia film Goodfellas. In a scene in the film mobster Henry Hill is surprised by the police behind him telling him to “freeze”. Henry then says in a voiceover “For a second I thought I was dead, but when I heard all the noise, I knew they were cops, only cops talk that way. If they had been wiseguys, I wouldn’t have heard a thing. I would have been dead.” Just like Tony Soprano.
Now I'm back to believing the rumors about a Sopranos movie are just rumors. Although you have to figure HBO executives are counting their Sex and the City gross percentages and thinking "Maybe Members Only Guy missed."