The overriding arc of The Sopranos as a series (and I swear to you newbies that this is not a major spoiler) is the idea of exits on a long highway. Most of the time, you're riding along the highway and not really paying attention to the scenery, but every so often, life presents you with a series of options and forces you to make a choice. Do you stay on the highway as you have been and keep heading along? Or do you exit and take a new highway or unmarked road, trying to change your route? You end up in the same place anyway, since we all die, but there are multiple routes to take there, and sometimes, the one you're on isn't the best. Every so often, The Sopranos places an exit sign in front of its characters, letting them know that this is an optimal time to change things up. And each time, they make the choice to take that exit or ignore it and blow on by.

http://www.avclub.com/tvclub/the-sopranos-from-where-to-eternitybust-out-44181