Throughout seasons 4, 5 and 6 (maybe earlier, but not that I can recall) we catch many glimpses of a very specific house with American Colonial-style architecture -- always white, with dark green or black window shutters. Most, but not all, of these glimpses come from Tony's subconscious.
I think the house very clearly signifies death.
We first see the colonial-style house in Season 4's "Calling All Cars," when Tony has a disturbing dream of approaching it, first with Ralphie and then alone, and then apprehensively calling out to a vague, shadowy woman figure on the stairs. This figure strongly resembles Livia.
The house as seen in the dream:
The next appearance of the house is in Season 5's "All Due Respect," in the scene where Tony murders his cousin Tony B. It is the house Tony B. was staying at, and just about to enter when Tony blasted him with that shotgun. We see it well in a wide shot:
Significantly, we next see the house at the end of Tony's coma dream/trip, in Season 6's "Mayham":
Remember that the deceased Tony B is the one urging Tony to enter the Inn, and there is an ambiguous Livia-like female figure standing inside by the doorway. This figure seems almost identical to the Livia figure in Tony's "Calling All Cars" dream.
The last sighting of the house is in the final episode:
The choice of that house to be behind Tony is no coincidence. I believe it represents death, as suggested in "Mayham," and along with the orange cat it looms behind Tony as a death omen in his final moments on the show.

This is only a brief analysis, possibly to be added to later. I just haven't seen anyone connect all these almost identical-looking and death-infused houses before, and I think the connection is important.

Hi misterie. Excellent catch. I don't think any of this is a coincidence. The colonial houses along with Carmella's dream of the spec house with Adriana all represent premonitions of death. The last scene has an especially Twilight Zone ambience with signature twist at the end. Chase did say that "it's all there".

Good points conkom; that spec house is particularly haunting when we see it in "Members Only," all decrepit with tarps flapping in the wind, before Adriana appears... (and then, in one of the most obvious "clues," the season starts after the montage with a shot of Tony digging a grave-like hole).

The entire last episode, and especially the last scene, seems deliberately surreal and dreamlike (though definitely not a dream). It's like all the dream logic and symbols of Tony's past have been let loose in Holstens, so we have the cat and the Inn on the back wall (along with the football player, a reminder of Tony "never having the makings of a varsity athlete" etc), and all the familiar-looking patrons, not least of which is the Members Only guy...

What remains mysterious though, is why is this particular style house a significant symbol or death omen in the show. Of course, it's a common style house in the Northeast US, but I think there's a deeper reason. Also interesting is how it seems to first appear in Tony's dreams. Is Tony having premonitions of the Inn in his coma-dreams when he dreams of the deathly colonial house back in "Calling All Cars"?

The very first scene of the Sopranos indicates what the series was about - the psychoanalysis of Tony Soprano. There are enough pop-psychology sites around that explain that dreaming of houses represent the dreamer's sense of self (or soul). I'm sure if Tony related any of these dreams to Dr Melfi she would have identified (more) of his fears, repressed memories and the like. All the rooms of the big rambling colonial home might signify the various aspects of Tony's personality.

You are spot on about the 'familiar' faces in Holsten's. Not least among them was member's only guy who looked uncannily like Johnny Boy Soprano and Eugene (who had his own father-son issues). And when we couple that with the haunting mother image at the door of the dream house the one thing that strikes me now above all is the quite potent parental/offspring issues that permeates David Chase's work.

In Greek the word for family is 'oikogenia' which literally means 'born in the house or home'.

I am also beginning to realize that 'The Sopranos' was David Chase's letter to his parents with all the unresolved issues he wanted to finally resolve.

Without a doubt, a brilliant work!

In 'Test Dream' Tony was driven by his father to his own home where he was instructed to do a job on the family inside. His own perhaps? While it was not a dream sequence the scene which you mention Tony S killing his own cousin Tony B does symbolize Tony sacrificing his other 'self' or alter ego, as well as deleting the long held unresolved guilt he carried with him when the latter went to prison.

Of course there is the ambiguity of the word 'family' which also connotes the former Dimaeo organization which Tony took over.

Finally the grand colonial house in Tony's coma dream. It was the setting for the family reunion which Tony the precision optics salesman (can one see any clearer?) was inadverdantly invited since he had the possession of his very near double's attaché case. The dream can also represent what Tony's life might have been like if he, say married Charmaine Bucco and chose a respectable life. But for all intents Tony was Kevin Finnerty and the family reunion in the colonial house represented his inner psyche (Greek for both mind and soul). Coincidentally or not Tony was spared his fate when he awoke in the hospital operating theatre before being made to forcefully enter the house (and oblivion) by his other self (Tony B).

The house might have been a warning by Tony's subconscious. It does appear that he didn't remember it although he did for a moment (that passed in a blink of an eye) reassess his life. Of course he didn't change for Tony was who he was - a complex ruthless gangster albeit a conflicted one.

Tony was most probably killed in the ultimate scene not because he deserved to die or for payback for his crimes. Chase has made it quite clear it was never about whether crimes pays or not. However Tony (and all his associates) all lived precariously with Damocles sword hanging over them. To be a member of a criminal organization means great danger and risk for all those involved. It would be a miracle for someone in that line of business to live to a ripe old age and die peacefully. The odds were heavily stacked against Tony. He made his choice. He entered the house because it was who he was, and then oblivion.

I currently re-watching the entire series on dvd, and saw 'calling all cars' the other day, and i think the dream sequence is very powerful .
He follows Ralphie (who's now dead) towards the house.
He's unable to speak 'good english' when he see's the figure on the stairs.

My initial feelings/thoughts, were his feelings of powerlessness when trying to please or placate his mother?
But the overall story arc of S4, was Tony as a husband (according to the audio commentary (on white caps) by David Chase) so maybe this 'figure' was symbolic of all the combined female influences in his life and on his marriage?

In Calling all cars, Tony seems nervous when opening the door to the house, and wakes up as he steps over the threshold.