IMHO the coolest person in The Sporanos has got to be Melfi's own psychiatrist Dr. Elliot Kupferberg. I can't seem to forget the scene where Melfi, her ex and their son are at a family-therapy and Kupferberg says that he is "related" to Lepke (from Murder, Inc.) - that has got to be one of the funnies scenes in Soprano-history.

Paulie is also kinda cool when he is about to loose it; like the one time when he is out in the woods with Chris and is totally paranoid.