Finally got around to watching this in 2013. Finished a few days before James Gandolfini died, it was rather uncanny. IMO the 6th season makes the most poignant statement on life, death, and morality of any work of fiction I've seen. It's an odd show. It's extremely male-centric but in being so also makes little points about the sorts of problems that arise when the "fuck it or kill it" drive runs the world unchecked.
Even when Ralphie is just beating strippers to death and quoting Gladiator there's this juxtaposition with Tony's daughter and how we morally regard people we know versus those we have no immediate or practical connection with. Although sometimes it's just people being horrible without any apparent semblance of meditation or deeper meaning on whatever is being depicted. To be honest, though, the show's greatest strength is that it never moralizes or or proselytizes on whatever subject is being focused on.
If The Sopranos has a glaring weakness, it's obtuseness on race and gender. Not that the showrunner is racist, sexist, or heterosexist, but it's hard to make serious commentary on those issues when every character is dropping sophomoric one-liners about gay sex (the gay Vito subplot, specifically). Yeah I know we're suppose to be viewing these characters through a critical lense but after hours and hours of Italian colloquialisms about gays it's hard to take the overall point, if there is one, seriously.
But yeah overall it's a phenomenal show, although women probably won't find very much to relate to