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I don't think it's so much that they all go places so that they can die so much as they go places because they are going to die. (I hope that makes sense.) To go through each of your examples:
Aragorn: by most standards, Aragorn was pretty darn old (more than 200); he was a mortal man and he was going to die; Aragorn recognized this. If you recall, one of the downfalls of the Numenoreans was that they began to start trying to make their lives longer and longer, though this did not work. It was a lot more noble of him to die peacefully and willingly than to try and cling to his last years, slowly becoming a crazy, helpless old man, a shadow of his former self, whereas this way he was "an image of the splendour of the Kings of Men in glory undimmed before the breaking of the world." I think that you are right that some of it is that he felt his life fulfilled. He was getting too old to do much good to anybody, and he would not be leaving his kingdom helpless; his son was perfectly ready to be king. He was simply ready to die. Aragorn's death is one of my favorite pieces of Tolkien's writing.
As for Arwen, the whole reason she stayed in Middle-earth was because of Aragorn. She certainly wasn't needed in Gondor by anyone; she had no reason left to stick around. So she went to the one place left that held real meaning and comfort to her - Cerin Amroth, where she and Aragorn were engaged. She just didn't have any reason left to live. Her case is one where a character went someplace for the purpose of dying.
In Merry and Pippin's case, I like Alchisiel's comparison of a person wanting to be cremated when they die, though I don't think that's all of it. Like Aragorn, they were getting to be pretty old - anything over a hundred was considered a pretty ripe age for Hobbits - and they were going to be dying soon. Like Aragorn, they weren't really needed anymore, and they probably wanted to see all their other friends one more time and say farewell to them before they died. These other places and people would have meant just as much to them as the Shire and their hobbit friends and relatives.
Sam, of course, was originally quite torn up by Frodo's leaving him, but he went back to the Shire and lived a pretty full life (13 kids, for Pete's sake), but he was getting old, too old to be mayor any more, (notice a theme?), and his Rosie had died. There wasn't anything holding him in the Shire anymore; it was time for him to go to Frodo, his beloved friend and master.
The major theme that I'm seeing here is an acceptance of death and dying; living life to its fullest but not being afraid to let it go when the time comes. It's because of this acceptance that the characters do go places and tie up the loose ends. It shows a certain maturity and nobility in the characters that they do not go on living just for the sake of being alive enough to breathe - and then only to die witless in their beds. There is no point, much less any honor, in dying this way. By accepting their deaths, the characters are able to live their last years happily and die peacefully.
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