I usually only get irate if something really unfair happens [http://tvtropes.org/pmwiki/pmwiki.php/Main/TheComputerIsACheatingBastard], in which case I usually say something like "Oh fuck off! How is that fair?!". Otherwise I typically react to my death with a pretty calm "Oops" or "Well... crap".
When I'm in a combat scenario in any kind of shooter, I tend to think in various tactical phrases, like "Frag out" or "Contact [direction]" or "Hostiles, [direction], [distance]", probably because I've grown so used to communicating this kind of information to teammates in games like ArmA that I think it to myself in other games, even when it's single player. <_<