Aren't we forgetting Clemenza in this topic? I really liked his character in the films, but that guy is without a doubt going to hell. He may have been a loyal friend to Vito and the Corleones, but he's one of those guys (like Solozzo) who defines the term "Gangster". Clemenza, like Luca Brasi and Al Neri, could kill anyone in cold blood without thinking twice about it.
This topic is a really good one. I have often contemplated the thought of where these characters would be after they die, but I never actually got around to posting about it.