That was an old Jack Handey thing on Saturday Night Live:

"When I die, I want to go peacefully in my sleep, like my grandfather. Not yelling and screaming in terror, like his passengers."

I honestly think the separate-planes idea is completely silly. The odds of anything happening to you are infinitesimal, the logistics of planning and catching two separate flights cumbersome and stressful.

The insurance company that advises my business actually suggested to my partner and I that we make an effort not to fly on the same aircraft. I asked if we should make a similar effort not to drive around in the same car together and got a blank look. Idiots.