I firmly believe in re-birth and a continuum of consciousness, so it's not so much that I fear death as that I fear wasting this life. I want to finish any projects that I've started in this life rather than leaving them incomplete.
Ultimately there is no self to begin with that is capable of dying. By that I mean that when I call myself "myself," that is just a label, and if I call myself by my name, "Mike," that is just a label as well. The self, if you think of it as relating to the body, the mind, emotions, etc., is in constant flux and could be construed as constantly dying and being reborn in new form, instant to instant.