Here's my take on this Sopranos thing, now that everybody else has had their say. The Sopranos was never about plot development or resolution. Almost every episode introduced story elements that were never mentioned again, let alone resolved. The world of The Sopranos is largely non-cumulative: events don't tend to build on each other. (The exception is that most seasons included a guy who didn't fit, who caused problems for Tony and the crew, and who wound up dead.) I like a good solid narrative resolution, which is one of the reasons The Sopranos will never mean as much to me as The Wire. But it's not fair to criticize the ending for failing to do the thing the show has always refused to do.
The scene from the last episode that sticks with me is the one with A.J.'s shrink, when Tony starts talking about his mother and Carmella gives him that look of exhausted disbelief. It reminded me of the pilot, when Tony went to Dr. Melfi for the first time. At the beginning, it seemed like The Sopranos was going to be about a guy who goes into therapy and has to confront who he is and what he does, and who begins to undergo a wrenching process of change, with all the concommitant effects on his life and the people around him. That could have been a great show. But it's not the show we got. (I blame Melfi, who was a consistently terrible shrink: platitudinous, pointlessly confrontational, irrelevant.) Tony's lack of progress in therapy was a microcosm for the show as a whole: the same stuff happens over and over again, and nothing changes, and there's no progress except people dying. Remarkably, it was still a pretty good show.