OK, if we're going for the fantasy death (and this might sound completely and utterly sad, mad or utterly ridiculous) I'd love to go out in a manner that suggested I'd died, but in fact I'd just evolved to a higher plane of existence and reappeared as a huge glowing angelic being that would quite frankly leave everyone awe stricken - for about a second anyway, til some other fucker worked out how to do it as well.
If I'm being realistic in my fantasy death it'd probably be the completely dull and prosaic dying in my sleep an old and content man having lived a rich and fulfilling life.
If I'm being absolutely realistic, I'll probably choke on my own vomit or be stabbed by a lunatic during a hectic night out. Or die of some embarrasing ailment, like catching a new and unidentified virus that makes you lose control of your bodily functions before you die. Knowing my luck they'd name the virus after me and years in the future teenagers could snigger at the ignominious manner of my passing.