I would ask for the electric chair, administered in the USA.
My reason for this is very simple:
Given that it is the USA (preferably texas), there is a high chance of the executioners being a few amperes short of a charge if you know what I mean, therefore, I would explain the difficulty of the process to me, given that I am not comfortable with the subject of my own death, could one of them hold my hand please?
Next is to say, "well, I think that we should all partake in this act of kindness, demonstrated by this character here, I want the rest of you to form a chain from him and run a hands across the prison moment, I want this to be special!"
Then as the switch is flipped, laugh maniacally as they come to realise what they have done
yeah I am vindictive, and I probably have a rather unfair view of Americans, but what the hell, it would be hilarious!