I don't necessarily think he was cool, but he was definitely one of my favorite characters.
One of my all-time favorite Sopranos episodes was one from the last season where Tony's on this awful gambling streak. They're at some casino and Tony lays big money on a horse because the name is "Meadow Gold". They're all gathered around and cheering and the horse is winning most of the race, everyones going nuts and at the last second, horse loses. Everyone's in shock and Chris is all deadpan and says " fuck.... it lost by a cunt-hair"