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I know it is hard to see others do and chose things that you would not feel comfortable with for yourself. I have a hard time with this as well sometimes. Regarding Jehovah witness, what helps me is that I try and imagine that this is what they believe in so much that they (and they alone) are willing to die for it. This is a pretty big sacrifice. I imagine that they are experiencing the upmost peace when they transition and pass over by staying true to their beliefs.
I see that you said that you would have the last say in what happens in a difficult situation. But what if you were incapacitated? Would you feel comfortable with someone else making decisions for you? We all talk about advance directives being important for patients. I am guilty of this as well, but I have not made any directives myself. Have you?