If ytou'd know it to be the last you may not have that much appetite. Comfort food more than a gourmet meal I'd say
On a cold gloomy day like this boeuf bourguignon sounds good even if it's not my last meal.
I went out through the rain for croissants this morning.
The Independent has some suggestions, taken from Florida death row http://www.independent.co.uk/news/world/americas/what-would-you-choose-for-your-last-meal-final-food-choices-of-executed-criminals-revealed-and-they-throw-up-a-few-oddball-selections-8901923.html
In 2006 I published a post that detailed the last words and last meal requests of death row inmates. The link to the Texas Department of Criminal Justice page has since been taken down.