At the Reno, Nevada Wizard World Comic Con, Scott Wilson, Jon Bernthal and Andrew J. West provided many great and interesting answers to fan questions, but Jon Bernthal's answer to this particular question was met with a bit of stunned silence.
The question was posed to all three panel members: "Did you enjoy the way that you went out?"
Andrew: Yeah, absolutely. Rick fulfilled his promise; it doesn't get much better than that. There was a part of me that kind of wanted at least one scene as a walker, but then I was looking at how long it takes for them to put the makeup one and I thought, nah...I'm good. Yeah, it was great. It was bloody and violent. It was great.
The panel moderator then turned to Jon Bernthal, "Yours was also bloody and violent and emotional as well."
Jon: Yeah, they killed my ass twice, man. When they really want you off of the show, they kill you twice."
"Well, there was also another way that you could have gone out, right?"
Jon; There was an alternative ending where Shane took Rick out into the woods. The whole thing was going to go down the same way, except Rick was going to throw his gun and say, "I'm not going to kill you brother." Then Shane would say some nasty stuff like, "I'm a better father than you and I've tasted your wife" and all of this crazy shit. Then, when they got into it, he was going to stab him just like he did and then when Shane turned into a zombie, he was going to start coming after Rick and then Rick was going to pick up Shane's gun-because Shane had thrown his gun down as well-point it at Shane and go, "click, click, click" and see that the gun was actually empty. So, Shane actually took Rick out into the woods to make Rick be man enough to raise Shane's kid.
This possible ending was not met with much enthusiasm. Mostly, a large amount of uncomfortable silence.
When Scott was asked about his death, he kept it simple: "I gained a head. I have a head in my closest at home. I don't have to buy a bowling ball. You know, it's just great all the way around."
Just in case your memory needs a little refreshing, here is how Shane went out on the show: