For the personification of Death, try:
* Terry Pratchett's 'Discworld' series. Death is a character in nearly every book, but plays a larger part in several of the books, particularly 'Mort,' 'Reaper Man,' 'Soul Music.'
* Neil Gaiman & Terry Pratchett's 'Good Omens,' which features Death as one of the Four Horsemen of the Apocalypse.
* Neil Gaiman's wonderful 'Sandman' graphic novels! The main character is an anthropomorphic personification of Dream; Death is one of his siblings (and one of the best characters in the series). In addition to playing a large part in the series, Death is also featured in two spin-off graphic novels, 'Death: The High Cost of Living' and 'Death: The Time of Your Life.'
(I cannot recommend these enough!!)
* Piers Anthony's 'On a Pale Horse,' the first book in his 'Incarnations of Immortality' series. Each book is about a different personification (Time, Fate, War), but the first is about Death.
For posthumously-narrated fiction, I second the recommendations for Alice Sebold's 'The Lovely Bones' and Audrey Niffenegger's 'The Time Traveler's Wife.'