If you're interested.
What an interesting question!
I would hope to be invisible. All my life, I've just observed everything, never disturbing people or the atmosphere. I suppose I would continue this into death. I probably wouldn't visit my family because it's too familiar. Memories are for the living. I would simply explore everywhere, a ghost with a quest for nothing.
There are a lot of awesome ways for characters to 'experience' death in fiction - but in reality, I don't think it will feel like anything, because I'll have nothing left to feel with and there will be nothing left of me to feel it. I think it just ends (much as that thought depresses me).
Being dead is sort of the antithesis of feeling. Even saying that you would "feel nothing" is inaccurate, because that implies the ability to feel. Death is the absence of everything. Death just isn't.
I think being a ghost would be horrible. Watching those you love go on without you. Having their memories of you start to fade while your memory of them is still fresh in your mind. Your name only becoming something spoken on holidays, or your birth, or death day. You'd never have peace.