To get meaningful results you need a large sample size, with a control group, with patients not knowing whether they're getting the new medicine or the old medicine[1] and with doctors not knowing either. Then you need to write that up and analyse it.
Many patients are happy to take part in such trials, but it's hard to get ethics panel approval.
[1] you tend to test against current best treatment, not placebo, because almost anything works better than nothing and by the time you test the treatment in humans you need to know if this is better than what you're already doing.
Ethics panels have some weird effects -
(http://www.badscience.net/2011/03/when-ethics-committees-kil...)
And you can't get a "large sample size" of patients with rare cancers or diseases by definition. Sometimes, the best you can do is a case study of ten patients who agreed to try your treatment because the other option was death. Quite a few medical advances have been made that way, actually.
Try and tell the medical fraternity that case studies should be eliminated because they hold no meaningful result and you'll be laughed out of the room.
See also knee arthroscopy for patients with osteo arthritis - many of these surgeries were performed before a trial with a control group was possible. That trial found that people who got the sham surgery did as well as the people who got the real surgery. Case studies are lousy, often harmful, medicine.
That said, there will always be enough patients who want to fight for their life no matter the cost (see other comments on this page for evidence) that if you'd prefer to die in peace, you certainly shouldn't feel obliged to play the guinea pig for science.
But in the end, it is an individual choice. There will always be some who choose to fight no matter what (and they should be aware of their chances) and there will be others who prefer to let go.
The whole thing reminds me of the average mid-90s movie Phenomenon. I could always understand Travolta's character's reasoning, but I still thought it was selfish.