I too heard that several endings were filmed, but can't confirm. I'm guessing "any" of the other endings would have been better than what we got. But then, that's just my opinion.

I do miss the show though. Just the other day, even though we are use to waiting forever between seasons, I started wishing for one more season.

TIS
The more and more I think about the ending, the more I like it. It was anti-climactic because it was sort of ordinary. But even though most of us are not part of Mafia families, within the Mafia community, the Sopranos were probably a typical family. They have kids, shop, go to school and church et al. It's an exceptional life to us, but, to them, it's quite normal. So, it ended normally with the family sitting in a booth about to enjoy an outing together.
Meadow's trouble parking the car; the guy at the bar; the black guys that walked in: that was just for we the faithful viewers who were looking for some surprise, some tension, anxiety if you will. I like it more and more.