I rated it a 7 apparently, years ago, but this episode is actually a 10, one of my favorites. Even AJ's story here is quite funny and interesting (at Satriale's: "this is stupid, let's go home"). I find Tony's story very moving. It's fascinating to see him contemplating his effect on people, and the whole revelation of Gloria's death (together with that eerie dream sequence) lends the episode a spectral, ghostly feel which will come into full force with Whoever Did This and Calling All Cars.
However, there's actually a lot of eerie stuff or horror-like references throughout this season even besides the aforementioned episodes: in Watching Too Much Television, Ade says "why don't you go haunt a house?" to the pale Agent Sanseverino, who seems capable of magically appearing anywhere; in Strong Silent Type we get that creepy closing scene of Tony's "eyes" in the painting staring at Paulie (and us), leading into the credits where harsh, unsettling military drums play alone; in Eloise, Furio literally seems to "disappear" like a ghost, and the perfectly-shot zoom-out of Carm's peering into Furio's empty house conjures an eerie atmosphere; and in For All Debts, the use of "World Destruction" is intentionally unsettling and suggestive of dark things, plus the sequence of Chris and Tony in the car trailed by Bobby and then Chris killing the cop is very atmospheric... generally the series attains a heavier, darker, gloomier and eerier cast to it in Season 4. There seems to be more night scenes than ever before in the series, and the abandoned warehouse/alley that's used for discrete meetups between Tony and Johnny or Chris is quite creepy. Incidentally, S4 is the only season of the series that aired during Halloween (or in the fall at all, for that matter; all the other seasons aired sometime between January and June). I have to think that watching this back in 2002 as the fall months crept on and winter became nearer and Halloween came and went and it became colder, would have been a perfectly atmospheric experience. Of course the season covers more than just fall and winter, though -- I think it may actually span the most time of any season, possibly spanning a full year from September to September (Meadow's birthday, in Eloise, is on labor day, and though I always assumed the heat-stricken Whitecaps was set more in May-July, it's not impossible to have a really hot day in September).
Regarding Artie: I think it's evident that Jean-Phillipe is probably not a gangster trying to con Artie, but just an inept businessman. What's so great is the way Artie's tough-guy persona and whole rehearsed schtick does not work when he gets to the reality of Jean-Phillipe's apartment, not just because Artie is at heart not a gangster but because Jean-Phillipe is not the one-dimensional bad-guy Artie thinks he is. Artie's living as if in a movie, a gangster movie, but it's not a real reflection of his reality. Thus his performance fails. It's a funny scene for a number of reasons.
Matt Zoller Seitz once wrote in his review for Luxury Lounge that its Artie plot was basically a re-hashed Everybody Hurts. On this viewing, that seems rather apparent to me -- right down to the new cute European server whose looks blind Artie to the people picking his pocket. As much as I kind of enjoy Artie's plot in Luxury Lounge (certainly more than the rather tepid Hollywood stuff, which yields just a few chuckles), it really is a bit too similar, and less powerful in many ways, than his material in this episode. I've read some people oddly complain about Everybody Hurts being some kind of soap opera episode with everybody indeed "hurting" and crying and it all being too feminine and not mobster-y enough or whatever. Obviously I disagree with this, as I think Artie and Tony's struggles in this episode are very affecting. Mark this one down as another low-key, underrated Season 4 triumph -- a season that's itself still underrated, yet IMO would vie with Season 6B as the most consistently great season of the series if only it weren't for Christopher.