My favorite has always been Karl Marx:

"Go on, get out - last words are for fools who haven't said enough." (To his housekeeper, who urged him to tell her his last words so she could write them down for posterity.)
1883

http://www.saidwhat.co.uk/quotes/famous/karl_marx/go_on_get_out_-_last_4464
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No, these windows are ok to lean on.
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Someone walks out of a bar on a clear, calm night, completely devoid of sirens...

"Hey, I can drive."
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"My work is done, why wait?"

~ George Eastman, of Eastman - Kodak, in suicide note.
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"Are you guys ready? Let's roll."

Todd Beamer, passenger on United Flight 93, September 11, 2001, as heard via cell phone conversation.
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My Top 5 Best "Last Words":

1. I should never have switched from Scotch to Martinis.
~ Humphrey Bogart, actor, d. January 14, 1957

2. They couldn't hit an elephant at this dist . . . .
(Killed in battle during US Civil War).
~ General John Sedgwick, Union Commander, d. 1864

3. I knew it. I knew it. Born in a hotel room - and God damn it - died in a hotel room.
~ Eugene O'Neill, writer, d. November 27, 1953

4. Go on, get out - last words are for fools who haven't said enough.
(To his housekeeper, who urged him to tell her his last words so she could write them down for posterity).
~ Karl Marx, revolutionary, d. 1883

5. Either that wallpaper goes, or I do...
~ Oscar Wilde, writer, d. November 30, 1900

And here's a long list for your reading pleasure:
http://www.listology.com/content_show.cfm/content_id.9030
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Thoreau, Henry David (1817-1862)

Aunt – “Have you made your peace with your God?”
Thoreau – “I never quarreled with my God.”
Aunt – “But aren't you concerned about the next world?”
Thoreau – “One world at a time.”
(Discussion with his aunt on his deathbed)
Source(s):
http://www.mapping.com/words.html

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"Don't worry…it's not loaded." -said by Terry Kath of the band Chicago

My wallpaper and I are fighting a duel to the death. One or the other of us has to go." -said by Oscar Wilde
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My favorite last words are usually "Hey ya'll - watch this!", then we have a Darwin award winner. :)

My second favorite are usually used by me: "No hablo ingles!", followed by a walk away.
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I have two as well:

"What's the worst that could happen?" usually followed by a loud BOOM....

And of course the one we've ALL experienced:

"Oh no, we're doing fine! Everything is paid for, the kids are healthy, we actually have some savings going again..." usually followed by all the appliances going on the fritz, the car breaks down and then your entire family catches a cold...
Source(s):
Life!!

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"I'm John Lennon."
- John Lennon, after being shot, in response to a policeman's question, "Do you know who you are?"

And a funny one:
James D. French is on his way to the electric chair. He tells a newspaper reporter:
"I have a terrific headline for you... 'French Fries'."
Source(s):
That Book of Perfectly Useless Information by Mitchell Symons.
http://en.wikipedia.org/wiki/James_French_(murderer)#cite_note-tibballs-2

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