I thought purgatory is where you go when you don't realize or want to accept that you are in fact dead. In Tony's case I think he was in a place where he didn't know if he wanted to live or die, sort of weighing out his options. I think the monks were pointing him toward his salvation and I think Buscemi (not credited as Blundetto but as "man") was inviting him into where he belongs - in Hell. IMO if he was allowed into the convention aka Heaven, he would not have been revived.

No, Numanoid was right about the definition of Purgatory. Although whether or not his Kevin Finnerty dream was purgatory is all up to the viewer. I don't think it was, I believe it was more of a limbo like you said. Wanting to live or die (subconciously). Many of my fellow Sopranos buds believe going into the house would've meant Heaven... in a perfect world maybe, but I think it was Hell.

Anyways.... looking forward to tonight.