I'm a little biased (being from jersey) ... New York City was / is at the heart of it all - the center of most activity... most of Jersey's wealthy inhabitants get their money from interests in NYC - or they commute there.

The idea of The Sopranos was that they were just like your typical suburban family BUT Tony was a sociopath (except when it came to close family & friends). I think that was the underlying story.... Here's a hard core criminal, living in beautiful surroundings just like doctors, lawyers & wall st execs... with all of the family issues & challenges of those same families - against a backdrop of hard core crime, overindulgence, etc....