After reading King Lear in its entirety, I find that this play begs the question: what is more desirable – death, life, or insanity?
We either witness or hear about a LOT of death over the course of this tragedy. Some deaths are lamented, while others come as a relief to others. Some characters wish to die, while others avoid it at all costs. It seems, then, that the view of death, what Shakespeare once called that "undiscovered country," is in the eye of the beholder. In addition, some characters feign madness, some characters express the wish to be mad, and some are just plain mad.
To give some specific examples, let us consider the life and eventual death of Gloucester. Here is a man who, once his eyes have been plucked out, wishes for nothing but death. He tries, to no avail, to commit suicide, thinking that ending his life will end his sorrow. When he meets up with the mad Lear, however, he wishes himself to be crazy, too. “Better I were distract;/So should my thoughts be severed from my griefs” (4.6.276-77). Gloucester seems to think here that being insane would bring some relief; he would not be conscious of his sorrows. After finding his son Edgar to be alive, however, he is so overcome with feeling that his heart bursts, and he dies. The description of his death is ironic. Edmund says that his heart "burst smilingly" (5.3.198). Does this mean that the pain of life was too much for him to endure? Or was it the joy that overwhelmed him? Perhaps it was both, but either way, Gloucester is granted his wish to exit the living world. Most desirable: death.
Other characters seem to have a different perspective on life and the afterlife. Edgar, after witnessing the death of his father, and recounting the tale of putting on his disguise of madness, states: "O, our lives' sweetness! That we the pain of death would hourly die/Rather than die at once!" (5.3.183-85). In other words, Edgar is saying that life is precious enough to us that we would rather endure the pain of dying constantly (considering here that life's tragedies are a kind of death in themselves) than to simply die and be gone. He feigns insanity, viewing it as a means to escape from society, but not as a desirable state of mind. Most desirable: life.
Lear is another example of one who chooses to live in pain rather than die. He never expressly wishes to be dead. Instead, he deals with the tragedy of his life by existing in another state of mind - that of mental instability. As he tells Cordelia, after they have been sentenced to imprisonment, "So we'll live,/And pray, and sing, and tell old tales, and laugh.../and we'll wear out,/In a walled prison" (5.3.11-18). Thus, Lear would rather rot in prison with Cordelia and make the most out of his dismal life, than to end it all. He chooses insanity in order to deal with misery. Most desirable: insanity.
Whether they wish it or not, many of these characters die by the end of the play. Maybe they are finally at peace. Maybe they are now enduring a worse fate than life could ever bring them. Maybe insanity would have kept them in ignorant bliss, or maybe it would have been their ultimate downfall. Who knows what is the least agonizing state of existence? That secret rests with the dead.