I would:

• the female equivalent of the way Tyrion Lannister chose.
• of natural causes, whilst writing my suicide note.
• euthanasia (if I'm ever diagnosed with a terminal illness or something with a very poor quality of life (Parkinson's, alzheimers, dementia, etc.)
• carbon monoxide
• guillotine
• unexpected nuclear attack
• during my sleep
• starvation (not #1 by any means, but beats the pants off the following)

I would NOT:

• drowning
• fire
• electricity
• plane crash
• burial alive
• torture
• slowly bleeding out
• being eaten/mauled by an animal
• slowly wasting away from a terminal illness