I've noticed this as well. Infact i usually find season 1 and 2 to be more closer alike, and the rest being darker. My favourite seasons are the first two, where Tony was easier to like. They relatonship between Tony and Livia was the best aspect of the first two seasons. The scenes with Melfi seemed a bit more fresh as well.

My theory, which is similar to IvyLeague, has more to do with the absence of a actor/character. I think the death of Natalie Marchant left the writers in a scramble, and thus come a much darker tone. The characters go through a noticable change in season 3. This is also the season where we got the most "plot holes."