"In this world nothing can be said to be certain, except death and taxes." -Benjamin Franklin
But not so in the D&D world, at least for the player characters.
Celebrim was right on with taxes.
Death is certain, but mostly takes the form of the corpses left in the characters' wake. As Dark mentions genuine fear of dying on the part of the characters is severely lacking and I think this lack has something to do with the abundance of healing and spells that can bring the dead back to life (as well as the implicit assumption that every encounter is "winnable"). (You'll have to forgive me, it is just that the idea of Raise Dead and Resurrection as commodity leaves a sour taste in my mouth.) As a subset of the larger issue of death broken bones, disfigurements, maiming, illness, fatigue, and so forth don't show up nearly enough within the game.
But this brings me to my own contribution to the discussion:
Dying words. There are no dying words in D&D. One is either already dead, unconscious, or simply a swig or a spell away from full health and vitality. So, I guess the closest thing we have to dying words in D&D are "Hang on, I've got 12 potions of extra-healing in my backpack."