Any way involving fire
Any way involving crushing of any kind (unless it's extremely, extremely fast form of crushing that will crush me before my nerves can transmit the pain signals to my brain)
Any way involving being stabbed
Any way involving cancer
Any way involving any form of tropical disease, parasitic disease or haemorrhagic fever (that's your ebolas and whatnot).
Any way involving some sort of horrendously slow mental degradation (Huntington's, Alzheimer's, Early-Dementia, CJD, that sort of stuff)
Any way involving swords or pointed implements
Any way involving boiling
Any way involving Starvation
Any way involving severe blood loss
Any way involving excessive blunt trauma
Any way involving wild animals
And last but not least, any ways that involve exploding. I am very anti-explosion. Yes, not a popular sentiment, but I am firmly against explosions being anywhere near the vicinity of my person. Call me a energy-eventist if you will, but I've met some explosions in my life and they aren't good energy-events. If that makes me prejudiced against explosions, so be it. I don't like em.
In other ways, I really don't want to die in a lot of ways. Heck, I don't want to die. Period. But I know I will. Given the many options I would accept: A heart attack, a gunshot to the centre of my brain, a gunshot to the heart (you die in seconds due to the massive blood pressure drop), some form of influenza or pneumonia, or a very long fall on to the ground (you'd probably die very, very quickly once you hit the ground, if it's solid concrete).
