You just got stabbed...

[RedDeadFred]

Amazed that he was able to so quickly break in and stab me I would probably have to accuse him of being a noob for using lightweight, marathon, and commando.
Edit: I just thought of another one.
Begin laughing insanely while saying: "you fool! You have saved me from the most terrifying fate. Now Slenderman comes for you." Hopefully manage to cackle until I die.
Hopefully the guy will go home after and look up Slenderman.
Let the paranoia begin!

 

[Wintermoot]

"that was my favorite kidney! YOU COCKY COCK!"

 

[Madara XIII]

"Well, that was random..."

Or my personal favorite.

"Son of a *****! HUUUUUUUURRRRG BLEGH!"

Cookie if you know where that's from.

Someone better get that cookie, because I totally feel like I've heard that before, but have no clue where it's from and it's driving me insane now.

Red vs Blue
When anyone from the series died they usually said one of those two things if not both

 

[ImmortalDrifter]

"wow, I could have went out like a *****...if these explosives weren't here"

or

"Congrats you now have AIDS"

 

[Aprilgold]

Don't matter, it turns out that was a Decoy body, and I'm actually behind him, disguised as his teammate.

 

[Matt East]

Pass me my cigarettes

 

[Snake Plissken]

I'd be all like, "Don't forget, the buried treasure is at..." and then I'd die.

 

[ksn0va]

rosebud

 

[Miles000]

"Just as Pinkie Pie planned!"

And the confusion on their face would make me die happy XD

 

[scar_47]

I've got a few second I'm not going to waste it talking I'm going to kill the bastard, really if I'm still alive I'm fighting back I'm not just gong to lay there and die so I'd probably be screaming at them to just die.

 

[Project_Omega]

A random person just broke into whatever room you're currently in and stabbed you. Knowing that the wound will kill you within a few seconds, you have time to utter one sentance to the stranger before you die. What do you say?

Personally I think I'd try to leave a scar in the mind of the person. I'd look them in the eye and say something like "you better remember this face, because I'm going to haunt your ass for the rest of your damn life..." I don't think they'd forget that any time soon, and I'd probably be a bit intimidated if someone did the same to me.

You do know someone will eventually find my body, and they will find YOU. You won't get away with this, and I hope you will enjoy your daily showers in the prison.

Asshole.

 

[Snowden's Secret]

I imagine I'll try to use my final breath to utter the most disconcerting thing I can think of before I die. For instance:

"The cure to cancer is-"

A cookie for the reference, naturally. :3

 

[thePyro_13]

"I hope you regret that!"

Or: "Why would you do that?" assuming I had enough time left to get a reply.

 

[Nick Angelici]

"its okay, I'll just regenerate."

 

[El Luck]

I wouldn't say anything, I'd sing!

"Don't trust somebody with a knife, they'll probably stab you!"

 

[Cyberjester]

Slowly give a very, very, creepy smile.

I feel it would have the effect needed.

Or this if I felt I could pull if off.
http://www.penny-arcade.com/comic/2006/04/10

Still, I'm one of those people who doesn't really take pain and/or brokenness into consideration so I'd more than likely just do my level best to throttle the bastard. In a nice way of course
Besides, say something they ignore, jump at them raging whilst coughing up blood. Second one has way more impact and is much more likely to mess with their heads. It isn't a good death unless someone is twitching

 

[Darius Brogan]

I don't die at all.

My dog weighs over a hundred pounds and bites hard enough to break bones.

He also seems to hear every mouse hiccup for five blocks around the house.

If anyone got close enough to my house to be a danger, I've got this eerie feeling I'd wake up the next morning and Moose would be happily wagging his tail with a human femur in his mouth... Bleeding all over my blankets.

Should Moose somehow fail to hear the intruder (unlikely to the point of ludicrous), I imagine it would go something like this *Takes knife from assailant*, *Rams knife into assailants carotid artery*, "Too bad for you, pain helps me focus"

Seriously, it does. The additional adrenaline coursing through my system has helped me chase an entire hunting party (roughly 8) of coyotes across a field more than a mile wide in less than two minutes.
All this across two big-ass dugout mounds, several fences, and then the field.

 

[doggie135]

"Even in death, I forgive you"

Why scar another's life at the end of your's?

 

[Vuavu]

"Tell her, won't you mister, that she's still the only one, but a woman's love is wasted when she loves a runnin gun"

 

[Sir Thomas Sean Connery]

may there be a HELL for you! a tartarus, bleak, unending!

...Ok not really (also cookie for the reference)

Sorry Mr. House, Yes Man needs you out of the way.

OT: "So long............. And thanks for all the fish" *dies*