I like to think about this topic. Sure, it has been subject to many movies, for example The Omega Man, I am Hero or the Zombie series. It's just awesome to think about having the entire world for yourself. Lately, i've met more and more people thinking of the end of the World (2012, wooooooo!!), but how will the End come?
Maybe it will be World War 3, ending humanity's existence with nuclear weapons. (I always have to think of a quote from Einstein when thinking about this: "I don't know what kind of weapons will be used in WW3, but in WW4 it will be sticks and stones.")
Maybe something from Space will hit us, like a Comet or an Asteroid, or maybe a Giant chunk of frozen Hydrogen will fly into the sun, resulting in a huge Explosion.
But I especially like the thought of being the only one left on Earth, like if you're the only one immune to a deadly Virus. Imagine all the stuff you could do! Go drive a Ferrari, eat at fancy restaurants, burn money, burn something else, do whatever you like.
But you would also have to learn the basics again. You would have to learn hunting, crafting, building or, in short, surviving.
Or, you could just go play Minecraft :)