I would definitely prefer dying peacefully in my sleep.
However, I have always had a fear of drowning or being strangled. IMO, I believe that the way we die is based on our fears. I developed this opinion a long time ago when Natalie Wood died - she always had a fear of dark water and drowning. So, maybe it is kind of lame to base my opinion on one occurrence, but I'm sure there are "others" out there who died in a way that they feared the most.