I've written about asteroid impacts before. If you are looking for a reason to worry about the end of the world then you just can't beat a 10 km wide asteroid ramming into the Earth. But there aren't a lot of huge asteroids like that around that we haven't found and even down to several hundred metres it is possible we could detect an approaching asteroid years before and do something about it. We're not there yet but people seem to realize the importance of preparation.
So, just to keep you worried, the next best way for death to come from space is a Coronal Mass Ejection from the sun. There's a great article about CME's at the NewScientist. Essentially, a CME is a huge blob of plasma that gets ejected from the sun. If one of these happens to hit the Earth then it could overload all the major power grids on Earth. But this isn't your regular solar storm. The effect would be to melt the transformers across the grid rather than just overloading and resettting them. A recent report has described a frightening scenario of how this could take months or years to rebuild and repare. Months and years where this is no electricity distribution. They think through some of the secondary effects of this in our modern societies where food, medicine, water and heat are all produced by centrally distributed electricity. Developed nations would be the hardest hit, with no backup system of sustenance for the population if the power distribution system disappeared overnight.
Another worrying aspect of this threat is that the only satellite capable of giving us a reasonable warning of 15-45 minutes that a CME is coming is getting old and is not being replaced. Seems like we've got some planning to do. The next most likely time for a big CME to occur is during the next solar peak in 2012. That year seems to be coming up a lot these days when talking about the end of the world.