I would go for a painless death in my sleep. Or dying in battle for my country. It would be even better if it involved hand-to-hand combat. IE I run out of ammo, as does the enemy, and I battle the toughest guy to ever kick his way out of a vagina for an epic action-packed hour, it'll end with me remembering I have a grenade and shoving it in the enemy's mouth, then I procede to do a Chuck Norris round house kick to the face, which forces him to swallow it, I run away in triumph, but get cut down by some noob with ammo (cheats/hacks). I am then avenged by my fictional brother, who happens to be in the same division/brigade/regiment/battalion/company/platoon/squad as me. He then procedes to tell my heroic story to the world and I am marked as a hero forever. And a memorial is made. The end. OR IS IT?!
My fictional brother finds an adress on the remains of my now-exploded killer, it's the enemy general's base oh noes! With no time to call for backup, my fictional brother leads his platoon to the enemy HQ, and they destroy the enemy general/insurgent/bad dude. His death puts an end to the war/conflict/uprising/attempt by the bad guys to do bad stuff was ended.
The end.