"The earth is suffocating... As this cough will choke me, I implore you to have my body opened, so that I may not be buried alive" - Frederic Chopin.
And although not his last words, he also quoted this:
"The three most celebrated doctors on the island have been to see me. One sniffed at what I spat, the second tapped where I spat from, and the third sounded me and listened as I spat. The first said I was dead, the second that I was dying and the third that I?m going to die."
Poor sod died from tuberculosis...if you can't tell, I am fond of Chopin, therefore;
"Play Mozart in memory of me." - Frederic Chopin, (once again, as he lay dying)
EDIT: Eeek, what a horrid person I am, playing Beethoven instead...