This is called hitting the audience in the face with a two-by-four, hoping they notice. We have been instructed as to what to expect from first-person death, as clearly as any self-respecting dramatist would allow.
(Incidentally, you probably would hear the shot from a pistol at short range, but that hardly matters; this is fiction, and the only thing that matters is its own reality.)
[UPDATED: The song titles given close-ups on the jukebox also point directly to the lake scene in "Soprano Home Movies." See the end of the post.]
Also, Tony got shot once before – in an episode called “Members Only.” And sure enough, a guy in a Members Only jacket – an unlikely fashion choice, unless David Chase is showing us the ending in enormous letters – walks in, looks repeatedly in Tony’s direction, and moves to a spot that would give him an unimpeded line of fire.

A few seconds later — and very much as described in advance — things suddenly, silently end.
Members Only Guy, incidentally, is listed in the credits not as “Furtive Man Drinking Coffee” or “Guy Who Gets Up To Pee” or “Weak-Bladdered Fellow With Strange Fashion Sense.” He’s “Man in Members Only Jacket.” The chosen wording of the credit itself is a big freakin’ arrow.
Another strikingly obvious bit of information: shortly before his death, David Chase very briefly frames Tony in a shot that visually quotes the Last Supper (one-point perspective, special holy light from above (more obvious in the footage than the grab), a long horizontal base supporting triangular composition on both sides of the subject, etc.).

We’ll get back to this imagery shortly. Hardly surprising, then, that Tony’s last conversation with Carm mentions his own personal Judas. And we all know what happened after the Last Supper.

Clear enough yet? We’re just getting started.
Remember, the show is largely (albeit not completely) told from Tony’s POV. Long stretches of Tony’s dreams, fantasies, and passing perceptions have been presented as the show’s reality. Now look again at the sequence. Members Only Guy enters, holding his left arm with an odd stiffness; there’s even a small, visible bulge in the bottom of his left jacket pocket. (Out of frame in the grab below, unfortunately. On the tape, this looks more to me like a roll of quarters than the barrel of, say, a Glock 36, but hey, it’s there. Make of it what you wish.) But all this is only visible for about a second before Tony’s son A.J. emerges from behind him, and Tony’s (and our) focus shifts to Tony’s son.

The restaurant, incidentally, is manifestly not filled with people gunning for Tony, despite the online rumor. There’s literally nothing in the sequence that indicates such a thing. Instead, the restaurant is simply filled with a strangely color-desaturated vision (more on that shortly) of ordinary middle-class Americana: Cub Scouts, kids on dates, etc.
David Chase shows us Members Only Guy almost continuously from the time he enters, although this may not be immediately obvious – he’s often not in focus, but he’s in the background behind A.J., at center frame in the over-the-shoulder shot used conventionally to show Tony’s POV in a conversation.

Members Only Guy is thus directly in Tony’s eyeline throughout.

We have this put directly in our face, front and center. But Tony’s focus is on his son.
David Chase, who has complete control of the seating and camera angles, seems to be directly showing us that Tony’s not paying attention to Members Only Guy. Whether that’s wise of Tony is another issue.
We could ignore Members Only Guy ourselves, but Chase also shows him in repeated clear-focus medium shots, with his left side remaining away from the camera – which is to say, from Tony’s POV. And Chase shows us that Members Only Guy is doing nothing in the entire scene but turning and looking directly at Tony – and no one else in the restaurant – over and over in a highly suspicious way.

It’s true that there are plenty of other people in the restaurant. None of them are staring at Tony this way. And it’s true that Members Only Guy is a character no one has ever seen before. But certainly some of the show’s victims never recognized their attackers, either. Eventually, Members Only Guy, named for the episode in which Tony gets shot, gets up, sidles near, is discounted by Tony as a threat…

And the series ends within seconds, in precisely the sudden full-stop manner repeatedly (and in repeats) described in advance.
Need more? There are dozens of other hints throughout the episode, starting from the very first frame.
The episode actually opens with a harbinger of Tony’s funeral, plain as day. Remember, David Chase personally directed for the first time since the series premiere. And David Chase’s very first shot in eight years is of Tony Soprano lying flat on his back, viewed from above, precisely as if we are looking down on him in his coffin. When the clock radio kicks on, the first bars of the song are funereal organ music.

About five minutes in, Tony’s eating an orange. This is a specific reference both to the Godfather series and to earlier Sopranos episodes: in simplest, familiar form, Orange = Death. That’s so well-established and on the nose that I was surprised to see it. It’s almost cliché. [If you need an explanation, see the updates end of the post.]

Speaking of which, there’s a lot of fuss about the big orange cat (note the color; to a writer as careful as Chase, this would not have been arbitrary). There’s really no need to debate its meaning. This is carefully-crafted fiction, so as a rule, things generally mean what the characters anticipate they mean; that’s how harbingers and foreboding often work. Otherwise, we’d have only our own prior cultural references to know what to fear. And Paulie could not be clearer that the creature is a Bad Omen. Of what? Through the episode, the cat is literally focused on a reminder of death – specifically, Tony’s murder of Christopher, who was almost a surrogate son.

Yeah, sure, but the orange cat doesn’t actually show up when Tony supposedly dies, does he? Sure he does – in an almost laughably large way. David Chase chose to shoot the final scene in a dessert shop in Bloomfield, New Jersey, where the actual mascot of the town’s real high school football team is the same as that of nearby Princeton University — an orange tiger. In the Last Supper shot, guess what David Chase shows us, beyond Tony’s right shoulder?

A bigass orange cat three feet high, that’s what. The framing is actually pushed slightly to that side, favoring the cat.
David Chase could have shot that scene in any restaurant in Jersey. He chose that one. And he didn’t have to frame the giant orange cat over Tony’s shoulder. He chose to. Does it work as art? Eh. He’s a genius, but it’s not the most brilliant bit of symbolism I’ve ever seen. But it’s there on the tape, coincidence or whatever it is. See for yourself.
Not that it matters. Death is already palpable everywhere anyway. By this point, almost everyone in Tony’s world outside his immediate family is either emotionally dead to him (Dr. Melfi, Carlo), physically dead (Christopher, Bobby, etc.), or incapacitated (Junior, Silvio, etc.). Even Paulie speaks fearfully of the afterlife and the Virgin Mary… before agreeing to a job he believes will lead to a premature death. Hardly surprising that the entire family is wearing black at the end.

What else stands out about the restaurant? Not tons – but it’s orange as hell, right down to the orange neon and the orange vinyl and the orange trim on the jukebox cards. Plus, looking in from the doorway, it sure sets up a subtle Last Supper, and it’s got a nice geography for a Godfather-inspired post-piss-break cap job. (Remember, Chase could have stuck Tony in a corner booth with his back to the wall, something we’ve all seen before. He chose not to.)

Also worth noting: the restaurant’s servers and customers and even the Members Only Guy are in muted tones and lots and lots of gray. The USA hat on the coffee-drinking trucker doesn’t have the bright red-white-&-blue you’d expect. Even the Cub Scouts’ kerchiefs are quite notably gray, not bright golden yellow. [UPDATED -- see the end of the post.]

You don’t get lighting and costuming this uniform in color scheme by random accident; the colors could also have been manipulated in the editing room. In any case, the only obvious colors in the entire sequence are various shades of orange and black. Death, death, death.
We are also directly told that both Tony and his milieu are at an end. As a tour bus passes, we hear a disembodied guide explaining – in an announcement unrelated in any way to the plot – that Little Italy is rapidly vanishing. And Tony himself actually tells Meadow that “my chances are flying by me,” a phrase close enough to “my life is flashing before my eyes” to be virtually the same thing. (Compare this with Phil Leotardo’s “bye bye” to the children in the very same episode, shortly before death from a point-blank gunshot he, too, never saw coming; Chase seems to delight in these cues, where a line of dialogue turns out to mean more than the character realizes.)

So, finally, Tony enters the restaurant. There is a bell on the door, and the rest of the scene involves Tony (and us) taking note of the occasions that the bell rings. The ringing of bells is not essential to the story in any way, and these characters have met in public places hundreds of times with no bell present, but Chase makes a meal of it here. This might veer into The Walrus Was Paul territory, but the repeated ringing of a bell, in a different context, is called a knell; it’s a well-known sign of mourning.
Weirdly, the door is also glimpsed opening and closing silently; still, the bell rings only and exactly six times. It sure seems like a conscious part of the sound design. “Six bells” is also a traditional call to Mass, and in the Catholic church, a Mass is said at a funeral.
Before you discard this as seeing ten guys on the Grassy Knoll — and I’m sure as hell tempted myself — we’ve already been shown a coffin shot, an orange, an orange restaurant, two orange cats, and a three-second Last Supper shot, referencing the very center of the rite of the Eucharist. So it’s at least reasonable to ask: besides the Last Supper and a half-assed bell thingy, are there other unusual things going on here indicating that Chase may have been trying (successfully or not) to subtly invoke a Catholic Mass?
Yes. A bunch.
A.J. arrives, and Tony awkwardly takes A.J.’s hand with the same sort of overhand non-shake grip you see in church when people join hands in the Sign of Peace. [UPDATED -- when A.J. sits down, Tony's description of the onion rings ("the best in the state") directly references the Godfather scene in which Sollozzo is shot by a man after coming out of a bathroom. See the end of the post.]

Soon, onion rings appear. (Yes, still more orange food. And I feel like I’m being hit by a hammer at this point.) And then something else truly odd happens – all three consume the onion rings not the way that ordinary human beings eat onion rings – bite off a chunk, chew, swallow, etc. – but by sliding the whole rings onto their tongues. Like communion wafers.

Honest, it’s right there on the film. It’s really odd. Look at it again. And just so we don’t miss it, David Chase even highlights this strange series of actions with three separate close-ups.

It’s so blunt and unwieldy a symbol that I’d be tempted to dismiss it. I mean, come on — onion rings? But it’s either intentional, or three different actors all made the same bizarre choice, framed by individual shots that took time to set up and light, without it all somehow being the director’s intent.

What else happens at a funeral? You eulogize the dead – “eulogy” from “good words” in Greek – remembering them in the best light possible. The last thing Tony’s son ever gets to tell his father? “Focus on the good times,” A.J. says.
He’s quoting Tony, back to him. Tony responds by speaking of himself in past tense, suddenly showing little more self-awareness than Junior has just shown in the previous scene. “I said that?” Tony asks, genuinely and pleasantly surprised. The last moments show a developing bond between Tony and A.J. Which is interesting. Given the death of Christopher, A.J. is the only potential male heir left in Tony’s life.
I wonder about another possibility in addition to Tony’s death: A.J.’s.
Farfetched? Maybe. But this episode has also contained repeated suggestions of A.J.’s mortality. The giant fireball at the SUV might have been the first clue. His reaction in therapy. His desire to run off to a war zone. And, um, the urgent attention his parents have been giving to the issue of keeping him not very dead of late.
And, say, from Tony’s POV, Members Only Guy physically blots out A.J. while entering (much more notably in the footage than in the grab, below) – something which was probably intentional, since you don’t send actors willy-nilly into frame during even a minor scene.

Still, I’m less than 50-50 on this idea. But if Members Only Guy shot when he emerged from the bathroom, the only person in position to react – as Chase himself has designed it, remember – would have been A.J. Alternate endings, anyone?
If we have been set up for both Tony and A.J. to die, this would end the Soprano male bloodline. The finale would be absolute. Carm would be destroyed (whether physically wounded or not) and Meadow, the only one with a real chance to go straight, would be literally on the outside, watching from afar.
In any case, Tony’s swallowing of his greasy orange wafer ring is his last act on this earth (or at least on our TV screens). But do we have any more evidence that this is, indeed, Dead Man Communing? Yup. In the soundtrack.

In Catholicism, administration of the Eucharist in the moments before death is known as Viaticum, derived from the Latin word for… “Journey.”

Which brings us to the final songs:
One thing seemingly missing from the Catholic Mass references described above is the lack of a visual shout-out to holy water at the outset, the ritual reminder of damp divine purification. However, when Tony enters the restaurant, the background music is 1975’s “All That You Dream” by Little Feat. And David Chase has it cued up to this specific lyric:

“Rain starts washing” – an explicit description of water providing cleansing from the heavens – plays during the Last Supper shot. Those three words, only those three words, and only that one time.

Either Chase really had this in mind – and by all accounts he makes extremely careful decisions about music – or this is one mind-blowingly cool coincidence.
As to the final song, the Viaticum — sorry, Journey — power ballad so widely debated: it begins at the precise instant that Carmela is shown entering the restaurant. Not a frame before, not a frame later. Literally on the cut. This, again, is not the sort of thing that happens by accident. It’s a choice you make in the editing room.

So the music is almost certainly symbolically intended for Carmela, the most likely survivor of any post-onion-ring gunplay at the table. (This notion is reinforced by the way the lyrics “just a small-town girl” and “livin’ in a lonely world” are both matched to insert close-ups of Carmela’s face, interrupted by a shot of Tony.)
Why would Carmela need her own song when at least one person she loves is apparently about to practically die in her lap?
The purpose of most Christian funeral music is to reassure the mourners of the presence of God, express the hope that Christ will take the deceased to Himself, and provide comfort in the faith that the loved ones will all one day be reunited in the afterlife.
For the survivors, in other words — and really quite precisely:

I’ve probably screwed up some of this. Religiously, I’m a lapsed agnostic, so I don’t even remember what I don’t care about. And maybe it’s all wild happenstance. This could be so utterly, buffoonishly wrong. Which would be cool, too. I like a good laugh at myself as much as anybody.
But look again at what’s actually on the screen and in the soundtrack. See for yourself.
David Chase did, after all, insist: “Anybody who wants to watch it, it’s all there.”
UPDATE: The Scouts are apparently Bear Scouts, who do wear pale kerchiefs. My bad. Still, the point about the choice of a washed-out color spectrum, save for mostly orange hues, seems self-evident from the sequence. Editors in post-production can jack colors around quite a bit, about as easily as you once turned the Tint control on an old color TV. And there’s a whole lot of neutral tone in that restaurant, right down to the choice of the gray Members Only jacket, which kinda blends right in.
That, in fact, may have been the useful point of the color scheme in there, and not so much the orange tone of the room per se.
But the thingy about oranges being a hint of death — this is extremely well-known to fans of the Godfather series. Don Corleone buys oranges and immediately gets shot; much later, he finally dies with a piece of orange in his mouth. Michael Corleone also dies with an orange in his hand. There are also many minor examples, where the color orange itself becomes a hint that something bad is coming for that character. In the Sopranos, Tony had orange juice in the episode where he was shot, a fairly obvious wink to the Godfather. And now he eats an orange in the beginning of the final episode…
UPDATES never end: I swear to you, I actually noticed this only while typing the words “try the veal” in the joking Godfather reference at the top, welcoming the flood of new traffic. However, in their last conversation, Tony oddly tells A.J. that the onion rings are “the best in the state.” It’s a fairly strange comment. However, it makes absolute sense if Chase is deliberately referencing the famous Sollozzo shooting scene (“Try the veal. It’s the best in the city.”) in the Godfather. Sollozzo famously dies just after commenting on the veal, so much so that it’s a common in-joke among fans to drop the phrase “try the veal” into conversation. Moments later, the speaker of these words is shot by Michael Corleone, who is emerging from a nearby bathroom.
YET ANOTHER UPDATE: Lots of folks have been puzzling over the significance of the handful of song titles given close-ups when Tony first sits down and fools around with the jukebox.
Notably, “This Magic Moment” appears near the center of the frame when Tony first flips the titles; “This Magic Moment” also appears again, moments later, as the card directly behind Tony’s final selection, “Don’t Stop Believin’” by Journey.

According to the HBO website, “This Magic Moment” is is the song playing as Bobby returns to the lake house in “Soprano Home Movies.”
As far as I can determine, none of the other songs briefly shown on the jukebox have previously appeared on the show. So while you can take some face value meaning in some of the other titles, and perhaps they reference other things in other ways, the mysterious jukebox titles seem at minimum to be another in-your-grill pointer to Bobby’s description of death in that episode.
OK, I’m gonna go resume my life for a while. (I actually have one, honest.) Please, everybody, one thing I beg of you to remember: it’s a TV show. It’s fun. It’s nothing else. And I’m not presenting the above as, er, gospel. It’s a list of things which actually happen on the screen, and a series of opinions as to what they mean, if anything, based on a limited amount of experience. As I’ve said throughout: every single word could be wrong. Do your own thinking. Have fun.
Leave the gun, people. Take the cannoli.