I understand this is not the easiest question to answer, so I will give my reasoning for asking, as well as my option.
Whenever I’m watching a movie with someone, or watching/reading the news, and someone happens to die, I sometimes hear “Wow, I’d hate to go out like that”. There is usually never any explanation behind it. So I always wondered if people would rather be given a choice on how they go out. Of course some people will say they just want to go out naturally and unknowingly, but some people would rather take the bullet, than be burned alive, should that be the case.
For myself, since I’ve never been to space or in a spacecraft, I think it would be interesting to be hop into a spacecraft and be shot into space. Then once I had taken it all in I could push the “little red button” and be blown to smithereens. That’s what I’d call going out with a bang.