I'd have to really put some thought into that. But a few things that come to mind are...

1. Have the 6th and final season be 13 episodes like seasons 1-5. Enough time to finish what was set up at the end of the 5th season but not too long where there is a lot of down time and the story lines not moving forward. And then at the last minute half assing central story lines like Tony's therapy with Melfi and Chris crashing the car!

2. Without going into a lot of detail, I would have liked the series to come full circle. I mean something like the final scene being a new family of ducks showing up at the Soprano house but finding an abandoned house and empty pool - Tony's initial fears, in one way or another, coming true.