Call me morbid, but I love reading death certificates - probably for the same reason I love my grandmother's huge "Modern Medical Counselor" book from the 1940's. Diseases and causes of death are horrible, but fascinating.
ANYWAY... Ancestry.com has an impressive collection of death certificate images, with the LDS Church hot on its heels as more volunteers index records and collections of records are made available on Familysearch's pilot site.
Lately my favorite genealogical amusement is to narrow down people in my PAF file who died in the state in question and within a certain year range, and start looking people up. For example, the Kentucky collection on Ancestry ranges between the years 1852-1953, so after I've set up my list of people who died in Kentucky between those years, I'll search out those people.
By doing this, I've found women's maiden names I didn't have before, parents' names, children who died young whose existence I was unaware of, places of burial including cemetery names, and quite a few new family members I didn't have in my collection. A death certificate is also a great way to verify old information, so even if you think you know everything about Grandma Gert, it's still worth your time to check out her death certificate.
If you're an Ancestry.com subscriber, the easiest way to find a state's death record collection is to head to the home page, then scroll down to the list and map of the United States, then click on that state to see what it offers.
If you're like me and "free" is your favorite price, you can take your chances at the Familysearch pilot site. As fast as those indexers can type, they're indexing and digitizing thousands and thousands of records. They recently passed their 25,000 indexed record milestone and have reason to be proud. I've had some success with Washington state's death records on that website.
Before too long, you too can be living it up with death certificates. Good luck!