OK bear with me here.
Basically, this only applies if the world is going to end, but I think it would be awesome to jump out of a plane, nude, with no parachute and only a large speaker and iPod strapped to my back. I'd play Journey's Don't Stop believing, then Modest Mouse's Float On and finish with Nine Inch Nails Hurt. Of course this would be timed so that I would hit the ground 10 seconds after the world implodes, meaning I'll watch the ground disappear below me before I hurtle into oblivion, with a kick ass soundtrack.