I never watched a single episode if The Sopranos, because quite frankly I'm just not interested in stories about the Mob or organized crime. I just find those kinds of tales generally wearisome and uninteresting. I know, The Sopranos was incredibly well-done and all and I should and could like it on that basis, but mob stuff just isn't my cup of tea. (The only mob tale I remember really liking was Road to Perdition, and I remember getting really frustrated when it turned out that the shadowy force behind the law firm in Grisham's The Firm was just your typical mob family.)
Having said all that, I find it interesting that so many people were shocked by the show's apparent non-end ending. The best characterization I've read -- and I can't remember where -- is that it's still going on, we just can't watch. This is apparently stunning creativity at work -- but then, it isn't, really. Both Cheers and Frasier ended on similar notes that made us wonder what happened after the final fade-out, and fantasy readers have debated what happens after three men see a riselka ever since Tigana came out. Heck, in eighth grade I remember having to read "The Lady and the Tiger", which is the canonical non-ending ending.
I'm not expressing an opinion of any kind here, except to note with bemusement that all the debate about how it would end never seemed to consider the possibility that maybe it wouldn't end at all.