Both future dead and past (people who [link|http://deadmike.com|bounced] and survived as well as people saved by automatic opening devices that "froze"), I'd have to say that dread/denial/mourning stuff isn't usually in the description of their thoughts. Its more like acceptance/relaxation/release/amazement. This is the feeling I get immediately after leaving the aircraft. Just one big ahhhhhhhhh. Of course, many don't remember their "final" seconds.
Many simply don't remember - they have sensory overload. This is common with early skydivers as well. They simply don't remember the dive. You can make faces, flip them off, fly up and french kiss them, they don't remember.
Some of the ones who were saved by devices were simply peacefully amazed. Mesmerized. Not scared, just fascinated. Or they were totally unaware of their situation.
One thing they all say is that the impact doesn't hurt. Waking up later is when the pain arrives.
Of course, most jumpers already have a peculiar acceptance of their mortality. So maybe this isn't representative.