I would want to die on a bed in a ultra-modern mansion in the mountains surrounded by my family: two daughters, a son, wife, artificial intelligence program manifesting as three trillion nanites grouped together into human form named Legion, and the leader in the nanotechnology industry. I would want to go happy and contempt to the setting sun as it lowers down behind mountains filled with lush and beautiful trees and exotic plants imported from all over the world, with the Caldari Navy Fleet glinting off the fading light, like stars in the twilight sky. Knowing full in my heart that I will go down in history as a hero and benevolent head of the Caldari State.
That's how I would want to go. Never will happen though T.T
Edit: That or this: http://www.youtube.com/watch?v=yXWf-l71MY4