Ya know I've never actually seen the Sopranos either, and I'm from NJ. I lived about 10 min from the house where it was shot. I have been to Holsten's, the Ice Cream Parlor where the final scene was shot. They were packed after the news came in, but they "Reserved" the booth where the scene was shot. A nice tribute.
R.I.P. James, I will start watching the Soprano's tomorrow