To me it depends more on the manner of death. And to be honest, the biggest wish for me would be having no clue as to when and how I'd actually die - and if I did, provided I could get over it quickly enough - maintain normalcy (or at least casual-ness) as far as possible, which for me is as exciting as life needs to be. If anything, I'd spend the time writing down, in as much detail as I can, any ideas and outlines for stories that I had in mind but which I never had a chance to finish.
In the event of nuclear war I want to die in a blast, screw burns and radiation sickness.