Being burned alive.
The thought of being executed any way just brings a really terrible feeling. I imagine that the scariest aspect to those being executed is that of utter shock and paralysis. It's the psychological feeling and anticipation that really gives the most fear. I watched a documentary that examined the different ways people used to get executed and the one that always horrified me was being burned at the stake. It's been said that while being burned, the flame gets into lungs and fills it with fluid, thus, drowing the person to death X_X