Gun fight ala the Ok corral. Or jumping out a plane with no parachute. The view would probably be pretty spectacular.
I’d want to be struck by lightning, if it could be arranged. That would be rather snazzy.
Or, thrown out of a plane. That would be fun.
Or, thrown out of a plane, then struck by lightning in midair.
~ Isaac
Send me up in a Su-27, and then have the Navy’s finest attempt to shoot me down!
My first thought, and I don’t really want to think about this; was knocking me out with ether, then a very large piano is dropped on me.
That’s not paradise! Give me 1 dirty girl from Las Vegas.
Personally, I would prefer to be chased off a cliff by 20 topless women…
Firing squad, with a followup coup de grace to the head.
That, or a kamikaze mission. (That way, if I have to go, I get to take some bastards to Hell with me.)
In order of preference:
- Naked Girl Avalanche
- Too Much Happiness
- Firing Squad- When they ask if I wanted a smoke, I’d give a long lecture about the adverse health consequences of cigarettes.
And say something cool like “Shoot straight you bastards! Don’t make a mess of it”.
I wanna be historic:
Throw me out of the Space station – first man to die in outer space.
Heroic suicide mission. Strap C-4 to my ass and let me give Kim Jong-Il a hug.
Failing all that, I’m a plane jumper.
Huge bottle of paracetamol and an even bigger bottle of good cognac.
Nighty, night 
In memory of my hero, Wile E Coyote, an anvil dropped on me from an overpass.
Either hanging or the firing squad. Not to sound pompous and all, but I’d rather die on my feet.
Overdosed on Marijuana. I expect it would take a while.
(How weird, I haven’t been stoned in ten years or more and this is my second post on the subject in ten minutes.)
Self-controlled electrodes implanted in my brain’s pleasure center.
I’d like to go in the messiest way possible. Give me a back pack full of sheeps blood with a small explosive devise in it (so the blood would fly further), then slit my throat while throwing me out of a plane. And it would have to be done in large city, let’s say… New York.
Either that, or large ampounts of hallucinogens while falling out of a plane.
All of these answers are great, and yet none of them have topped “sexual exhaustion” in my mind. If I’m going to pass out and die, that’s precisely the imagery I want imprinted at the time.
On a related note, I wanted to compliment DiosaBellissima on her infallible “Whore v. Virgin” argument. 
I like my executions like I like my men…Real hot and full of electricity.
… or the Futurama equivalent: Death by Snu Snu!
“I never thought I would die this way,” said Fry, “but I’d always hoped.”
I wish to be loaded into the barrel of a Main Gun of the type found on a New Jersey class Battleship, & fired at Mount Rushmore.
Abraham Lincoln had a mole, you see, & I wanna do my little bit for authenticity.
In Thief of Time, Unity (the former Lady LeJean, an Auditor) is killed by jumping into a giant vat of the Discworld’s finest chocolate.
That’s my way to go, and I’m sticking to it.