I started reading Soprano blogs immmediately after the show and one person suggested Tony flipped. The guys entering the restaraunt were undercover federal agents assigned to protect him. Did you notice Tony wasn't armed and had no bodyguards? He wasn't wearing his trademarked leather jacket? He seemed to be visiting everyone for the last time (Uncle Junior, Janice and Silvio). I suspect they were giving AJ his executive job undercover with the CIA (which pasified his need to serve).
Tony and Carm always dined out at mob-family restaraunts but not this time. They never ate "american" food. Carm always upheld the "good-italian-mob-family" image and cooked everything from scratch...even oatmeal. So to see her enjoying an onion ring was a shock in intself. The kids had high-end new cars which implies a windfall of some kind.
Tony didn't seem to have a care in the world so this theory gives me the most closure.
Another theory discussed is that Tony got shot and we were viewing the diner scene from his point of view. Do you remember he and Bobbie jokingly discussed what happens when you're wacked? "You probably don't see it coming..." Supposedly, the cut to black was the instant darkness that occured when Tony got shot. But, this one leaves too many unanswered questions.
The Phil scene was brilliant.
I'm dying to watch the entire season again to look for clues now.
The explanation bandied about on other forums last night made sense to me: they showed that Tony lived the rest of his life in fear, doing stuff that we take for granted (going out to dinner, trying to show his daughter how to parallel park) but everywhere he went he was sure he was about to get killed.