I think my favorite is to donate your body to a body farm [2].
[1] http://www.amazon.com/Stiff-Curious-Lives-Human-Cadavers/dp/...
There's some great information on this in the book "Stiff: The Curious Lives of Human Cadavers" by Mary Roach [1]. Even getting shot through the heart often leaves the person several seconds where they are conscious and able to act, giving them enough time to shoot back or shoot hostages.
[1] http://www.amazon.com/Stiff-Curious-Lives-Human-Cadavers/dp/...
My take: people are looking for any proof of the afterlife, holding onto a sliver hope proven by any scientific, factual account. I call the gamble on the afterlife faith, and why it cannot be guaranteed, but hey, that is way out of the scope of this conversation.
[0] http://www.amazon.com/Stiff-Curious-Lives-Human-Cadavers/dp/...
1 - https://www.amazon.com/Stiff-Curious-Lives-Human-Cadavers/dp...