Planning for the end of your life is no one’s idea of a good time. But thinking ahead about the inevitable can save you and your loved ones from a lot of heartache. A few years ago, when a friend learned that we share a love for Warren Zevon, he told me that he wanted Zevon’s songs “I Have to Leave,” “My Ride’s Here,” and “Keep Me in Your Heart” played at his funeral—in that order. Not only did this conversation prompt me to think about what songs I’d like for my own curtain call, but...

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