Yes, "Law and Order" is definitely the show with a fade-out after every other scene or so, which certainly gives it a different feeling and pace. Each scene becomes its own isolated little piece that feels separate from the one that follows it. I just don't find that necessary on "The Sopranos" for a few reasons.
For one, the fade out kind of takes me out of the show for a second. Because it's not something they do often or consistently, it always feels odd or out of place to me - whereupon I'm momentarily pulled from the drama of the show, and sidetracked by the direction of a television show.
For two, most shows use the fade-out effect, if not at any other time, then right before a commercial break. Obviously, "The Sopranos" doesn't need to worry about act breaks and commercial interruptions, and this certainly works to the show's advantage. The entire show flows as one uninterrupted short film each week, rather being comprised of six separate acts that make up network dramas. Just because of the amount of (mostly shitty) television I’ve digested over the years, I’ve come to automatically associate fade-outs in film with the end of an act, and I don’t want to think of “The Sopranos” in terms of ‘acts’. As I said, the show is free to run as an entire uninterrupted piece, and that’s how I like it.
Jeez, I feel like we're really pushing the amount of conversation we can get out of a topic like “Fade-outs and ‘The Sopranos’”. There’s really nothing that remains uncovered, by some point.
And as for the other “tricks” that you mentioned them using - Even after seeing every episode too many times to count, I’d still never be able to remember those off the top of my head. At any rate, I really enjoyed most of those. Definitely, the direction and editing of this show is consistently different from most everything else I see on television – and nine times out of ten, that’s a great thing.