I'd sooner die by a shot to the base of the skull.
That, or by taking off the air mask in a high altitude test chamber. I did that once, as part of an intentional training exercise. That would be a quite pleasant way to go. One's awareness that there is anything wrong fades before ones life fades.
I don't see why we can't let the convicted choose their own form of death, from a list of several alternatives, such as hanging, firing squad, shot to the heart or head, beheading, electrocution, lethal injection, heroin overdose or nicotine overdose, or my favorite, the high altitude chamber.
Let them choose, just as they choose their last meal.
We have no need of inflicting vengeance or pain here. The convicts turn has come; they must die as punishment for the crimes for which they stand convicted. Let us impose that sentence, as honorable men, respecting the dignity of each other, even as we do what we must do.
You failed to mention.....Death by Bunga-Bunga.