yes the difference is crystal clear. mostly it's what IvyLeague said but the difference is not only that the show got darker but that it started to handle multiple plots/subplots other than the first two seasons when it was Tony vs. Junior and then Tony vs. Richie.

my favorite seasons are 3 and 4 when the show hit its stride. 1 & 2 are more one dimensional and especially in S1 you can see they are still developing their style - it looks like a Goodfellas spinoff.

by the end of S4 - especially after Tony kills Ralph for no good reason - there is an overall sense of impending doom, like everything is closing in. I remember reading somewhere that originally the show was supposed to be 5 seasons long.