1 Head Death: YOU GO TO THE AFTERLIFE, WHERE YOU FIND ETERNAL HAPPINESS.
2 Head Death: THE ONLY ALTERNATIVE IS SO HORRIBLE, I HESITATE TO MENTION IT...
3 Head Death: RETURN AS A RESTLESS GHOST TO HAUNT YOUR COMPANIONS AND MAKE THEIR LIVES MISERABLE.
4 Paris: I'll take that.

2015-05-29 Rerun commentary: It'd be interesting if there was a choice of where to end up after your mortal body has died. Of course, if this was the choice, I expect there'd be a lot more ghosts haunting people than there seem to be.

One can imagine some other interesting post-death scenarios. Imagine finding yourself at a junction with three doors. You get to pick your afterlife, but without knowing which door corresponds to which afterlife. After choosing a door, an otherworldly host opens one of the doors you didn't choose to reveal an afterlife populated by goats. The host then asks if you'd like to switch your choice to the other unopened door...

EDIT: Paul M. writes:

...and that's known as the Monty Hell Problem! <ba-dum-tish>