Oh man, why do so many people think that a firesquad makes you die quickly , cleanly and without failure? Being shot at rarely kills you instantly, even if the shot is aimed for the head. Thus, unless you're lucky, you'll have a few moments of excrutiating pain before finally giving in.
I think I'd go with the "behind enemy lines, certain death" option, as that would realistically make me dessert and live on happily ever after.
If that's not an option, i don't think I'd care how I'd die. But I'd have the judge who sentenced me carry it out personally. To follow George R. R. Martin's Ned Stark: "If you would take a man's life, you owe it to him to look into his eyes and hear his final words. And if you cannot bear to do that, then perhaps the man does not deserve to die."