I think the best death would be swift and unforeseen. So anything that takes some amount of time, and you are fully aware of, is going to cause fear and panic before unconsciousness. So the factor that would intensify all of this would be pain: for me, immolation would be about the most excruciating way to go. All your nerve endings are going to go crazy, you won't be able to breathe due to oxygen consumption, and you'll be aware of this until suffocation and shock knock you out.