What an intriguing question. I think if I was the last man on Earth I would go find all of the money possible and put all of that money into a pool then stare at it. Sure, it proves pointless seeing as I don't need the money anymore. But I've always imagined staring at a huge pool of money. Next I would go make sure that all of the most delicious cold treats; such as icecreams and frozen deserts, were locked up safely and well maintained for my later enjoyment. After all, those things will go bad in time.
After that I would.. well, I have no idea! With no other people in the world to continue producing my favorite movies or television shows I would be reduced to reruns.
I would also ride all of the amusement park rides if there was someone else there to operate it. (Not a one man job, I'm thinking realistically).
.. All of the puppies are now mine. Buwahahaha.