We've seen the Doctor on Doctor Who die 10 times on the show. It's always a tense, dramatic moment. The Geek Twins rounded up the Doctor's last words on all of these occasions, including those of the Third Doctor (Jon Pertwee):
Last words: "A tear, Sarah Jane? No, don't cry. While there's life, there's..."
The Third Doctor (Jon Pertwee)
Episode: ('Planet of the Spiders', 1974)
Cause of Death: Radiation Poisoning
You can find the rest at the link.