Ooh, fun thread! =)
I think we are too dynamic and are developing too quickly to be done in by a vastly-distant cosmological event like the sun dying. Whatever happens would have to be sudden and unpredictable.
One likely scenario is nuclear. I say likely because the possibility is already present and real. However, I don't think it would ever completely annihilate life on Earth. Maybe 90% of humans would die, and the rest would have to start over.
Another scenario is a virus that is either artificially created or naturally evolves to completely eradicate our species. This is a scary thought, because it could literally happen tomorrow without anyone knowing ahead of time.
A less likely, but still possible prospect is an alien eradication. I don't know why an alien species would choose to just wipe out a species. But I guess some would see enslavement as the "end" of humanity as well.
I personally subscribe to the hope that we advance enough to reach and populate other planets, and spread far enough that it's impossible for us to be completely stamped out until the planets drift into cold entropy. And perhaps by then we'll find a way to escape that too!