1 Corinthians 15:55-57 "O death, where is thy sting? O grave, where is thy victory? The sting of death is sin; and the strength of sin is the law. But thanks be to God, which giveth us the victory through our Lord Jesus Christ."
Hebrews 2:14-15 "Forasmuch then as the children are partakers of flesh and blood, he [Jesus] also himself likewise took part of the same; that through death he might destroy him that had the power of death, that is, the devil; And deliver them who through fear of death were all their lifetime subject to bondage."
As Christians, we need not fear death itself. Jesus Christ already conquered death on our behalf, and as long as we are putting all of our trust in him, there is no reason for us to fear death. However personally, what I fear, is not death, or being dead, but rather the process of dying: taking the last breath, and knowing that the next will not come, or feeling that intense pain that my body cannot fight. However, the more I read the scriptures, and as I read about others who were martyred, I find a curious thing. Consider Stephen's death in Acts 7:59-60 "And they stoned Stephen, calling upon God, and saying, Lord Jesus, receive my spirit. And he kneeled down, and cried with a loud voice, Lord, lay not this sin to their charge. And when he had said this, he fell asleep." What a reaction! Only by the grace of God would one who is being stoned to death be able to call upon God for the forgiveness of his murders, right before taking his last breath.
Throughout the years, and mostly from reading the Bible, I can honestly say that my fear even of dying has become substantially less. I truly believe that when the time comes that the Lord will call me home, no matter how painful or terrifying the process may appear from a physical standpoint, the Lord will give me the same peace that he gave Stephen.