I think you guys totally missed the point, and I thought the ending was really clever. Of course, I could completely have misinterpreted things.
Go back to the flashback with Bobby on the boat. Tony and Bobby were discussing what happens when you die. In Bobby's words, "At the end, you probably don't hear anything, everything just goes black."
In my mind, that was a huge clue.
There's also a clue that every single episode of the show ended with a song, and in this one, the song is cut off very abrubtly.
While I can't confirm it, I'm pretty sure the guy in the Member's Only jacket was seen in earlier episodes in the series as Phil Leotardo's nephew, so that only add to the "hit" theory.
I think the main idea behind the show was to draw your own conclusions, but my conclusion was that Tony was whacked, and the clues seem to be there to back things up. Taking the most obvious clue (the conversation with Bobby on the boat, and the subsequent dream flashback to that conversation), the ending cleverly tied that idea together.
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