Which level is your party?
At too high level you must take great care to make the TPK waterproof.
As a player, I'd prefer the heroic death that helps others. Make them heroes, make them martyrs for the cause of good.
Are the PCs good aligned?
Perhaps the king was murdered and the PCs have been framed. The punishment is death. The PCs are promised a fair trial and the courts are just in this land so they surrender to the authorities. Strangely all the evidence is stacked against them and in the end the authorities have no choice but to execute them.
But the gods take pity and our heroes rise from the grave to seek justice for themselves and for the murdered king.
Or maybe put the onus back on the PCs to determine an epic way to die.
The mission is to retrieve an item from Valhalla. The only known way to enter Valhalla is to die in battle. The more epic the battle, the better your chances of entry.
How did they start? Has there a great tragedy already happened?
Like, they are all PC’s having fled the town when a horde came attacking it. Have them teleported back in time and set them on a track that they know will either end up in their dead, or them teleporting back to the current time. Make sure they know the story of the heroes that “saved the town but died in the progress”. A story like the 300. They will even know they will die if they don’t escape (it might rip the timeline… and universe).
How awsome a death (or scene in general) is, depends mainly on the campaign and the GMs skill in describing:
The fight against a horde of 100000 Orcs storming through the narrow valley towards a 15 feet wide bridge which is to be held to allow the city to evacuate might qualify if described good, but it might also be just an orgy of dice rolling.
On the other hand the fight against an unarmed, single, old, smiling, bald man can be a boring encounter, for it is just one enemy and it is obvious his AC of 1000 with super-dodge and DR 90/- is cheated, but described well, getting your ass served on a silver tray by that immortal monk might be something the player will remember for ages.
A single night in a foreign port, followed by party wide "super gonorrhea"....
It is like ebola of a very specific area.
A bad way to go.
I think you're going about this wrong, rather than how they die, think about why they die.
A good story is one that elicits emotion. Ever watched a movie that made you on top of the world or one that made your heart sink into it's depths.
Whether it be sadness/happiness/fear/etc you need to think about what emotion you want your players to end on and how that will motivate them into the next chapter.
And then, of course, not every adventurer needs to die at the end of the story.
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In Rise of the Runelords I had my characters reach ascension by
.. the Quasit died, landing in and spilling it's blood in the runewell thus releasing all the pent up rage filled souls. The characters absorbed this wrath.
... this resulted in them, in a rage, fighting each other for a few rounds. The interplay and role play was awesome.
It was kind of fun to pit them against each other, and it guarantees death if the criteria is only one left standing. Then the last would be easy to take out. (Or give them temporary barbarian rage powers ... when the player comes out of it, he or she may full unconscious and die anyway) My party almost TPK'd and they only raged for 1d4 rounds.
Now, any time they use mythic power there is a percent chance they get wrathful with random consequences.
In any case, finding some reason/way to get them to fight each other.
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you should give them the choice of weather to self sacrifice or not as not every player likes to play special snowflake characters some are really hell bent on playing Humans with a class from the core setting.
when i have held off the masses to let the party live with several of my Paladins it has alwayse been totally eppic
taking on a CR15 demon at level 8 for example.
Rocs fall, you all die.
In one of my homegrown settings, I had a vast steppe, stretching along and above a southern mountain range, that was patrolled by rocs. The rocs nested in their mountain nests and the steppe was effectively theirs. Such predation was detrimental to serious civilisation taking a hold, and there was an unpleasantly high chance of being attacked by a roc over the weeks it took to cross it (if you were unlucky, two might attack). There wasn't many other dangers, but the threat of rocs was enough.
They can be outrun, but it isn't easy for low levels.