If there are decapitations, i wouldn't be opposed to rolling heads (in first person) either. They say you're still alive for quite a few seconds after a clean head decapitation, whether that means your vision is still around is beyond me though...
As for the comments/jokes" go, this is the kind of thing i was thinking on screen, accompanied by the option to quit or load after your death, text reads:
Falling off a cliff to you death --->"that last step was a doozy" or "looks like you fell for it" or something
Getting "over-killed" ---> "You should pick on someone your own size" or "Ouch... that's gotta hurt"
Getting killed by an arrow ---> "I think you get the point"
Getting killed by getting knocked back in the air ---> "Nothing like getting swept off your feet..."
I not the best comedian, but feel free to think of some more!
I admit i got the joke idea from King's Quest (the most pun-filled game series i've ever played), I'm not completely sure if it works with TES humor....
I don't much like the idea of death-cutscenes, but i know some videogames have them, so i put the idea in the poll.