Just an observation, if I remember correctly, they never did show Adriana's body, nor did they show her actually get shot. We see her crawling, crying and screaming, then see Silvio shoot her right?
However, I can't see the Sopranos doing it was "all a dream" sequence ala Dallas. Unless Silvio was a terribly bad aim, or shot someone else who just happened to be in the woods :p , poor Aid is gone forever.
TIS