Well, among other things, I tend to go for the classics - hanging (and other forms of asphyx), decap, throat cutting, impalement, things like that.

Guns can be good, but they need to be creative - using a gun as a dildo and firing it 'inside', for instance.

Another option is crushing, cutting out, or tearing out someone's heart.

That's about all that comes to my mind, though. :)