Doing something I've always wanted to do but never been able to. No, not sex.
Actually, I'd like to die as the general of an army on an 18th century battlefield, after leading my troops to victory against an overwhelmingly superior enemy force using ingenious tactics, I lead a cavalry charge around the flank of our armies as they clash in melee, have an exciting fight against the enemy cavalry, scare the enemy infantry into routing, and then having a dramatic 1 on 1 pistol-then-sword fight against the enemy general on horseback, who I mortally injure but then draws and fires a pistol into my heart as he falls off his horse.
Yes, I am already fantasizing about Empire: Total War. Sue me.