But once you get beyond the obvious, base choices, it is an interesting question, and one where the answer does differ, more than you'd think, from a more general, how-do-you-want-to-die scenario. For example, given two weeks warning of my own demise, I'd liquidise all my assets and blow them, big time -- no point saving for a rainy day, when neither heaven nor hell are exactly noted for them. But in the event of mass extermination, this is a less viable option, for who is going to want money? Especially since there'll be so much of the stuff swilling round as to make it next to worthless.
Another important factor in the answer is how much warning is given. If it's a sirens-going-off scenario, then all you'll really have time to do is put your head between your legs and kiss your arse goodbye, to quote one of those "amusing" 70's T-shirts. A couple of hours would permit you to rush home to your one true love, albeit only if she was within rushing home to distance (however, see the wonderful 'Miracle Mile' for details of the problems this sort of thing can cause) -- for the rest of us, it'd be time to get a) on the phone, and b) quietly hammered. Anything more than a couple of days though, presents a bit of a stamina problem there, unless you intend to reach oblivion before oblivion reaches you.
The Canadian film, 'Last Night' suggested a nice scenario: given sufficient time, people faced with death go through a series of stages: denial, rage, etc, but eventually end up at a kind of laissez-faire acceptance. Personally, taking this to its logical conclusion, by the time Armageddon arrived, I like to think we'd all be so used to the concept, that we'd probably just watch ir on TV. There's something to be said for this: never mind the eclipse, here's the outside broadcast to end them all. Literally.
This would be particularly nice in the event of a rolling apocalypse, moving around the globe with the dawn: "we now take you to New Zealand, where...oops, too late. Hello, Australia!". Even better still, we could ship those we wished to see die, off to act as commentators; Chris Evans to Tahiti, with Jeremy Beadle and Noel Edmonds also going to points east. It'd be peculiarly comforting to know, albeit for a few brief hours, that the world was free of their inane prattle. Yes, if you look hard enough, there is always an up side to everything, even global annihilation.
There's probably something millennial about the topic too, though it looks increasingly like Nostradamus was wrong. Kosovo looked like it might have been it for a while, especially after America, with pin-point accuracy, bombed the Chinese embassy (as well as an entirely different country). But while that's now just become another notch on the bedpost of the Balkans, there's enough time left for India-Pakistan to blow up. Still, as long as there's live and uninterrupted coverage...