Hmm depends what you mean by best. It would be cool to like have a quick painless death if thats what you mean, in that case getting shot in the back of the head without you knowing would be up there probably
but a COOL way to die would be getting in a sick shootout between a bunch of murderous brigands who are assaulting a daycare with a hot daycare owner and then you die in her arms from the wounds... a hero...