It's likely a combination of many of the things said here...and in many cases, like none of them. I think it varies, just like any other experience varies.
I think it will be somewhat like what one poster said, that it will be a strange experience as the brain starts to shut down. You know how dreams are fragmented and time is all messed up...I think you'll experience that sort of thing, but you'll just never awaken again to tell of it. It's a strange thing to think about, because it's not like an experience you can recount to anyone. You won't even know you had the experience. It's a conundrum almost.
Not existing is hard to even conceptualize aside from intellectual knowledge of it. Yeah, I know there is non-existence, but trying to understand it from our perspective of existing now...is weird. That's what's scary about it for me. To never experience again. All experiences gone. Which for me will be a relief after my exhausting and tedious and often miserable existence. But any step into the unknown is scary.
For me it seems like the ultimate adventure: because you are stepping through a doorway into absolute mystery...nobody has truly stepped through and come back to tell of it. If they've come back, then the experience wasn't complete. You can only recount what the process might be like...for some. So...you'll truly only know when you experience it for yourself. But then you won't know, because...well, here we go around and around again .
I have anticipated a few things that I think will happen. I think there will come a period when I know I've passed the rubicon in the process: I'm now dying. I think that as I lose consciousness, I'll likely have strange hallucinations in my mind, maybe hear things, maybe see lights, maybe my mind will manufacture things that we all sort of culturally accept: light tunnels, seeing loved ones...feeling warmth...or cold. I think I will probably experience a dream-like state for a short time as the brain processes start to misfire and go wonky. Maybe it will be scary, maybe it won't be. Who knows?
As I get closer and closer to my target date, it's becoming more real for me. I'm really feeling the realty of what I'm about to do settle in my bones. I think that will be the case for anyone who plans it beforehand. Ideally, I'd like it to happen to me...not me doing it. That way there's no time for apprehension or anxiety. If I were braver, I'd just get up right now, grab the gun and pull the trigger. Let whatever happens just happen. But that requires overcoming the overwhelming fear of violence, pain, trauma, etc.
What gives me hope to do it is that so many people are dying even as I'm typing this and there troubles are no more. All of this talk and thinking and anxiety really means zero. In 100 years, I'll be dead either way...so in reality, it's no big thing.