Pain.
It's all that he ever truly feels anymore, so he keeps driving himself further and further into it in order to escape. It consumes him, like an angry god might consume civilization, and he neither tries nor wants to escape anymore. Pain wracks his eternally-scarred body; pain molests his Force-steeped mind. Pain wrenches his heart in twain, and pain unleashes hell upon the soul he knows he should not have.
He feels it every day, every second, of his waking life. Even in his dreams, it's there. He dreams of fire and ash and agony, a lost father-figure or brother or lover. He cannot suffer enough, he believes, for true penance to ever be achieved. Furthermore, it doesn't matter; he will continue to make himself feel pain, until he dies, because he knows that he deserves it.
He has felt it since Mustafar, when his legs were taken from him...no, before that. Long before that, in fact. He has known pain all of his life, as though it were his brother or his nonexistent father. He was a slave. While his master had never been truly unkind, it had still pained him to be no more than property to these beings. He felt it again, later, as Qui-Gon Jinn had died; while he couldn't be there in person to watch the Jedi Master fall, he had felt it through the Force and known. The next time he felt true pain, real pain, was when he and Padmé had gone to rescue Obi-Wan in the Clone Wars. She had been scarred, the upper right of her ribcage bloody and raw, and then the fresh wound had been bathed in desert sands while he could do nothing about it.
He felt pain executing Dooku, no matter how good it might have felt as well, and in Mace Windu's death. His body and mind screamed at him while he butchered the Jedi, and his heart seemed fit to burst when he took his lightsaber to the younglings. But the truest pain, the sharpest and the worst, was when he had felt betrayed by his love, his wife, his Padmé...pain that had turned to rage in his fight against Obi-Wan, causing him to lose against his former mentor. That pain still weighed heavily on him, and always would, so he simply let it.
There were good kinds of pain, though. The pain brought on by remembrance was good. It felt more poignant, more poetic, more sincere than the burning that coated what remained of his skin. It felt more deserved than the pain caused by relocating every midi-chlorian in his body inside of his brain, giving him near-ceaseless headaches and migraines. More importantly, it was the most painful of all things that he felt.
Yes, pain is all he feels. Remember, too, is all that he does; he remembers his mother, Shmi, and their lives together as slaves. He remembers how she died in his arms, and how he'd howled in grief and rage before initiating the slaughter of her captors. He remembers his life with Padmé, the love and lie that they had lived and shared in secrecy...and he remembers waking up to her dying scream, though he knew that he was the only one who sensed it. It had been directed at him, across the galaxy, before his wife had expired in grief and tragedy.
"I know that there's still good in you, Anakin! I love you!" He remembers the words with unsurpassed clarity, having burned them into his memory with the power of the Force. Until the day he dies, and joins her, her final words will rest with him.
He feels pain as he cuts down Obi-Wan, both for the sham that the battle was and for the fact that his son must watch it as well. He feels pain because he knows deep down that it is grief and regret, an apology for atrocities that can never be accepted or forgiven. He feels that same pain as he removes a fair portion of Luke's right arm, giving him an eternal scar to match his father's, because he knows that he sees far too much of himself inside of his son. Not only physically, but mentally as well; that boy should have been the Chosen One, not his father. But, as a father, it is his duty to teach...and pain is an effective teacher. He knows that from experience.
Strangely, the first time he is without pain is the very end of his life, in the moments leading to his death. There is no more of the burning sensation that has plagued his skin for decades. The midi-chlorians are slowly leaving him as his insurmountable grip on the Force (the one thing that has been keeping him alive for all these years, though the damned machinery and armor have kept his heart beating and his mind active,) deteriorates, and the headaches are gone. His heart is strangely empty, for a man who has just saved his son from death, but that's alright too. He hears Padmé's final words again, and can't help but smile to himself. A life lived in war and pain, death and destruction, no doubt deserves the same treatment within the netherworld of the Force...but something tells him that he's somehow redeemed himself. He will be going to his friends and family. Though he will leave his children behind, he has no regrets. He will get to see Padmé again, he knows, because not even the Force will be able to stop him from finding her.
"Bury me on Naboo." He tells his son. "Tatooine was my home, but your mother's grave is on Naboo. That is my last, and only, wish...Padmé Amidala was your mother. As my respected enemy, and as your father, I ask that you do this for me."
He only keeps himself alive for long enough to see Luke tell him that it will be done, that his remains will rest beside Padmé's in the soil of a world not his. He would like to be buried with his mother, in the sun-blasted and windswept deserts of his home, but that place is his no longer; that world is Luke's now.
Darth Vader's death is a painless one.
