Every time I think about this question, they all sound bad and I say "no, not that way, some other way."
For example, it is horrible to imagine dying instantly without warning... yet equally horrible to imagine knowing that it is happening, or knowing that it is about to happen.
It is horrible to imagine dying alone and it is horrible to imagine your loved ones having to watch (and having the social strain of trying to smile and look brave and not groan).
You don't usually get to choose. And nobody really knows much about what the experience is like. Before parachutes were invented, it was widely stated and widely believed that people falling long distances were dead instantly, long before they hit, killed (in some mysterious way) "by the speed of the fall." Now, of course, we know that that is not true.
When I was a child, I read novels in which, for whatever reason, a novelist describes the experience of a person who is dying--"he felt a sensation of freshness on his neck, then everything went black"--and I supposed that they really knew. Only later on did I realize that, of course, they were just guessing.
I guess my preference would be "to die, knowing that I am dying and able to accept the fact." But it probably won't work out according to plan, anyway. Best to just shudder, and try to push the idea out of my mind and go for a walk (it's a nice day out today).
I don't want to die!