I'd say the worst is burning, because it's obviously the most painful, and it takes the longest for you to die cause the fire has to get through your skin, ribs, etc. to burn a vital organ before you really die... i'm guessing.
also remember that you won't bleed from open wounds, because the heat will melt your blood vessels closed, but the fire will have to burn deep to cut off the blood going from your heart to your brain and back...
last wednesday i went to the dentist to get something called "electrosurge" done... what it is is a strong electrical current (they have to ground you and make you hold this thing and everything) that creates an intense heat, and burns through gums... i had to do it so they could operate on the roots on one of my teeth, but i was awake the whole time, and you don't bleed at all, not even a drop, cause the heat melts the skin away, it doesn't cut it, so all the blood vessels are melted shut.
hey an0n, you forgot being skinned alive.