Some things to think about include:
Do you want all pain relief options available, even if they may have the side effect of unintentionally hastening your death?
Which life-sustaining options -- such as tube feeding, mechanical ventilation, CPR, and antibiotics -- do you want, and which would you not want? How long would you want these options to be continued if your condition is not improving?
Would you want artificial life support removed if you are found to be irreversibly brain dead, or do you prefer that your life be sustained until your heart stops on its own?
What are your feelings about organ donation?
How do you want your body to be disposed of after death? (Burial, cremation, medical research?) Which funeral home or other organization do you want to handle the arrangements?