I did some more research that is a bit more convincing. Personally I am a bit ambiguous on the point, but there is a great amount of evidence that can be drawn.
First off the episode where Junior shoots him is called "Members Only", innocuous enough by itself, in the penultimate episode there is Bobby talking about what it must be like to get killed "you don't even know it's coming", "everything turns black" is a big clue that many people use. The actions of the "Guy in Members Only Jacket" are very suspicious. In fact it's a rather arcane fact, but Tony's favorite GF scene is Solozzo shooting. At the beginning of the episode's image of what could be viewed, by itself, as a dead tony in a coffin is followed by funeral organ music that morphs into classic rock (Chase trying to set the mood?)
The final scene's interpretations both garners a fair bit of clues in terms of set, image and imagery that people have used to pick apart that scene. First off many of the colours are washed out subtly, there is a stronger orange tone that many have used to point towards a more darker feel, trying to make a diner that is rich in fun and Americana into a more dank scene. A controversial interpretation is that the whole scene is staged as if it's a mass, there is a even a short sequence that many have made an analogy to the last supper (occurs before AJ walks in behind the man in the Members Only Jacket). Much is made of some of the dialogue in the scene, where Tony refers to himself in past tense and the fact that they are the only people that are wearing black as well. Also it should be noted that the series is told from Tony's persepctive, making a sudden black out, signifying death reasonably compelling.
Other facts include HBO reps stating that "some people have come closer than others", in regard to guessing the outcome and even the man who played "The Man in the Members Only Jacket" stated in an interview with Inside Edition that something else, big, as is implied was scripted to happen:
http://www.insideedition.com/ourstories/inside_stories/story.aspx?storyid=826Regardless there are still real life holes that make this evidence less than convincing, including the fact that the cut did seem just too sudden to be a gun shot and that the underlying nature of the series is more of a focus on the individuals and their interpersonal relationships and less on the violence of dramatic cinematic Mob rub out scenes. I like the fact that it's still up in the air, kinda.
