Personally, I think it is a natural response of any animal to not want to die.
But all things die, even stars, even maybe a universe. I guess its all a matter of perception and context.
I am afraid of dying and if I wasn't I don't think I would be human. Am I afraid of what happens after death? Absolutely, but for entirely selfish reasons. I don't like the idea of ceasing to exist I think primarily because I cannot comprehend it yet at the same time I am too cynical to have faith in God. There's no hope for me!
Life fascinates me, and I would love to see where we are in 500 years time. Would I want to be immortal? I don't think so, but a few hundred years might be nice

With regard to Afterlife I am torn. I so want to believe there is because it would soothe my fears (again selfish) but I just cant bring myself to do it. The curse of the natural cynic maybe? Or the result of an educated assessment based on lack of proof?
If I am to die suddenly, then I will not really have too much time to ponder my demise. I let my fiancee know I love her every day, so even though she will be heartbroken she knows I will have died a better and happier person for having had her in my life.
If I am to be aware of my death before hand, maybe due to illness, I would prefer the opportunity to say my goodbyes. I think that is an entirely selfish wish, but I think I could face death with less fear if I had comfort from my loved ones. I would still be afraid but their support would bolster my courage and allow me to face death with as much dignity as I could. I also think maybe it would give them the opportunity to get used to the idea of my passing and say their own goodbyes as well.
I suppose my biggest fear would be dying alone or in the company of strangers. I would also want to be at home. Again entirely selfish, but home would give me comfort. Maybe sitting in the sun watching the birds.
Whatever the circumstances are of my death, I hope I can face it with courage.
I think in the end, isn't that all anyone can hope for, regardless of belief?
Cheers
Buff