Well, maybe "Arrgggh!" and, as another blogger points out, just about as poetic as Romeo's final words, "I die." (credit to Monty Python).
I am not sure if you meant his last words written or his last words spoken. There, I can't help you out, but as for his last words written for the stage, those would be this passage from "The Two Noble Kinsmen" (1613):
Oh you heavenly charmers,
What things you make of us! For what we lack
We laugh, for what we have are sorry, still
Are children in some kind. Let us be thankful
For that which is, and with you leaves disputes
That are above our question. Let's go off
And bear us like the time.