This season is all about The Different Man, specifically Tony's deep desire to be someone other than who he is. The very first episode lays out plain the impossibility of any mobster ever turning over a new leaf, no matter how sincere their effort. There's no retiring, there's only a box on the way out, with a sole exception.
From the very first season, the biggest danger to Tony has always been a successful government informer. But to be successful at it you have to go into Federal Witness Protection, which means you (and your family, if you have one) taking on an entirely new identity in an entirely different part of the country. You can't contact anyone from your old life, even non-mobsters, if you don't want to blow your cover.
In Soprano World, that's the only way to become a different person, and you can bet you'll still be the same underneath the new identity. Thinking ahead to the series wrap-up, which will be some sort of 8 episode mini-season after these 13 have aired and gone, you have to wonder what will happen to Tony.
Assassination or other homicide, always possible. Suicide unlikely, but not out of the realm of possibility (history of depression, code of ancient Romans). Execution legal in New Jersey (although none since reinstated in 1982, last was 1976). Quitting impossible.
So the only thing left is for Tony to do just what he's murdered other people for, including some closest to him. It would be in keeping with the show's general irony. Maybe he'll be wrestling with that choice by the end of the season? An offer if he flips on the New York City bosses?
Tony's extended fantasy made this "different man" theme liminal, but I finally got it when Tony was given Watergate co-conspirator Chuck Colson's autobiography and told Chuck gave himself over to God while in prison to come out "a different man."
Tony's problem has always been that Tony has a conscience. It's more than vestigial but obviously way underdeveloped, hooded even. Within his gangster world, it doesn't pay to follow it, but ever since starting treatment with Dr. Melfy (MILFy?) he's been grappling with it. There's a possibility that Tony receives some sort of heavenly grace, maybe if he renounces his evil ways as a lead up to taking a bullet.
I can see the moral relativism (Tony's conscience, candor and cunning are why he comes off better than everyone else) but I think the show invites you to take a moral absolutist view more than it lets on. Tony is the devil; everything he and his families touch turns to shit.
No matter how much we identify with his suburban family trials and middle class capitalist tribulations, this is a guy for whom death is too good a punishment. And he is the best of the lot.
Maybe Tony's ultimate punishment will be to become that different person, in the Program. Like Ray Liotta at the end of the show's big inspiration, Goodfellas, how about Tony in his bathrobe picking up his newspaper, only this time it's on the front stoop of his brand new Arizona home?