I make my characters go through pain, but so much, that it just NUMBS him. Him, because always male here.

And I prefer not dying normally. I kill off my characters in badass ways. 

My favorite was in an RP which was made on D&D lore. I was a champion of Zarus, a Wizard with Rogue. Basically a Rogue2/Wiz18 char, just without the, well, stats. He died after attempting to nuke 50% of all non human races, (fail) and converting his body matter into energy to create an Ascension spell, thereby annihilating a shit ton of Illithids, Mindflayers, Elder Brains, Half Elves, and driving a whole race of salamanders (the normal kind, nothing special) extinct. 

Of course, I did this after a year long RP, having gone through several problems in the way. By the time it ended, it gave the GM a whole lot of plot points, and of course, motivation for the rest of the RPers. I thumbed them up, and left the RP, satisfied.

He ended as he started. A terrorist. I remember my opening post. "They call you a terrorist. You agree."