Answer: I want to be burnt to ashes.
I believe that destroying my body will sever any connection to it that I may retain after death. That's the major reason. I see no reason to place my decaying corpse into the ground and let it rot away slowly, when it might be gone in just a few moments. I'd much rather myself be ashes in the wind than be the thing nightmares are made of.
You might say it doesn't matter, that my conciousness will either have left the body or disappeared entirely at this point.
Which brings me to my next question. What do you want to happen to you after you die?
Not BELIEVE, necessarily. But want. Hope.
I haven't decided yet.