I can't think of any other memorable (hot) death scenes in The Sopranos. The two dudes killed at the end of the Season 2 were cute. And maybe the scene that an FBI informant hangs himself after he was told by Tony and FBI dudes that he could not move to Florida. I thought the urination was realistic and hot.
There was a motorcycle crash in the final season, but it was kinda odd. Didn't seem necessary.