Hindsight is 20/20, but here's what I would have done differently:

Tony's Antagonists -- This is how I see Tony's primary nemesis by season:

Season 1 -- Junior Soprano
Season 2 -- Richie Aprile
Season 3 -- Ralphie Cifaretto
Season 4 -- Ralphie Cifaretto (at least the first half of the season)
Season 5 -- Tony Blundetto (not an enemy per se, but his actions jeopardized Tony)
Season 6 -- Phil Leotardo

Putting Junior in jail at the end of Season 1 really impacted any real effect for the remainder of the series -- he goes from being a wily older capo to sick old man over the course of Season 2. It underutilized a great actor in Dominic Chianese.

I think some very interesting plotlines would have been developed by a Junior/Richie pairing, or a Richie/Ralphie pairing or a Ralphie/Tony Blundetto pairing. Rather than a war with New York in Season 6, there could have been a factionalized struggle within the DiMeo family. It would have also given three plus seasons to develop key characters, rather than jam a bunch of Phil Leotardo's people in the last half of Season 6.

Vito's Subplot -- unnecessary and really killed the core of Season 6, Part 1. There's parts of the Vito character I find implausible -- he's a waddling construction contractor in Season 2, and by the end of Season 4, he's the superstar earner capo of the family? Without clipping anybody?

The Ending -- if that wasn't a middle finger to a good chunk of the fan base, I don't know what was. You're introducing new characters (Patsy Parisi's wife) in the last 10 minutes of the series, and then poof...no resolution.