Yes, "Members Only" guy whacked him. No accident that that was what he was wearing and listed in the credits as "man in Members Only jacket."
I think the POV evidence listed above is the strongest but there is much more.
A previous episode that season was also entitled "Members Only," emphasizing that that's how the mafia worked.
Tony also said in a previous episode while discussing getting whacked that you would "never see it coming."
The ending suddenly CUTS to black, not fade to black, insinuating a sudden change. The screen stays black an inordinate amount of time before the credits appear. Remember, people thought their cable went out at the crucial moment! That long blackness (rumors have it that Chase wanted it to last even longer) also indicates his death.
The credits rolled without music for the only time in the history of the series. It's over, he's dead.
according to david chase.... its up to the viewer,,,, life doesnt have nice tied up endings ala the pine barrens episode.... is the russian dead..... who knows... personaly i like the fact there is no defacto final answer... yeah there has been a thoudand different interpretations to the ending but none confirmed.... i like to think its just a case of this is wherenthe soprano story is right now... the future had not been told or wrote so anything is possible.... and anyhoo its just a tv show anything could be the outcome