Up until very recently I had only seen a few random episodes, (I don't have HBO), so I watched all 5 seasons on DVD over the last month. I am watching the interview between Peter Bogdanivich and David Chase right now on the extra features of season 1 DVD. It's fascinating to hear Chase explain some of the creative process that went into him writing the show and creating the characters.
It's just incredibly well done, IMO, but I feel like I've picked up some of Tony's depression as a by-product of spending so much time w/ them. Still not going to miss it tonight.