Okay, one more time. Just because a story is written in the first person, doesn't mean there's no suspense because you know the main character isn't going to die. I don't know who started this old chestnut, but I know of many cases where that doesn't turn out to be true. (Double Indemnity comes to mind.) I just saw this in a book review and couldn't believe someone was still saying this.
Besides, beyond the point of danger to the narrator, last time I checked, most books had more than one character to worry about. And, as far as that goes, if you're reading a third person book about an established character like Tarzan or Drizzt or James Bond, I think it's a forgone conclusion that that guy isn't going to die either, but does that ruin the suspense for you? Jeez.
End of rant.