No art exists without the successful suspending of disbelief. There's an art then to writing that your protagonist wins a fight without it actually sounding arrogant; it might sound that way to you but no one else. When I think of stories told by a character who dies in it I think of...I find 1st person the easiest, but there are many problems--stumbling blocks and what not--that can arise from such a style. Problems like death, say; it's kinda hard to kill your protagonist if he's the narrator, y'know. How'd he or she write the damn thing if they've been dead the whole time? And then there's what I like to call the 'braggart' problem: whenever my first-person narrator gets in a fight and wins it ends up sounding like he's bragging. That's something that always irked me about most of those old hard-boiled detective writers, like Spillane. Sure, Mike Hammer can whoop two or three thugs at a time with his bare hands, but he sounds like a braggart by telling us about it, and the whole thing winds up silly and far-fetched. S'why I prefer my main man Raymond Chandler; not only is he a superior writer, his Phillip Marlow get's beaten up more often than not, which feels and sounds much more plausible.
American Beauty, Fallen, and Sunset Blvd.