There's four I usually fantasize about, first, dying in a big explosion, over before I know it, leaving behind a giant mark on the ground for whoever that passes by to discover.
Second, in a sword fight, fighting till my last breath, the death of a loosy warrior who never accomplished much and would never accomplish much, but was still granted the diginity to die on the battlefield.
Third, cyanide poisoning with 2g+ of cyanide after I realize I am stuck in a bad suituation. Painful but fast, it had been how special agents and people of similar occupation killed themselves in a pinch. I admire their line of work, although I do not wish to take on a job like theirs. I think it's cool to die that way.
The fourth is by freezing. I once went out during a blizzard at night. Everything was quiet, still, and white, no other sane human would be out at this time in this weather. I was alone and it was serene. I was not as suicidal as I am now, but in that moment, I wanted to lay down and die, I felt as if all my irrational thinking was screaming at me, begging me to run off into the park nearby, or perhaps just go to the backyard. And just lay down, and sleep. I knew it was a bad time to die, but it was so pretty. So now, I fantasize about dying in a huge blizzard, with a calming beautiful world as the last thing I see.