Being in water with burning oil on the surface. Being under the water, on the surface is burning oil. When you are under the water you cannot breathe, yet you know you cannot come up for air. You try to swim out from under the oil, still with hope you might save yourself. Eventually, you must come up for air, so you poke your head above the oil. You still cannot breathe though, as the fire is eating up all the oxygen, and being in water you cannot get up high enough to reach it, though it is mere feet away. So you alternate between the water, and the scorching flames where there may be hope of air until you eventually, mercifully, die.
Me? I'd rather die of something painful, yet epic. Like jumping off a building, over busy traffic, with a bungee cord wrapped round my dick.