One thing many of my clients are often confused about is the distinction between "living wills" and "do not resuscitate orders" (DNR's). Some clients balk at signing a living will because they believe that emergency medical personnel will not try to revive them if they have a heart attack. So let's clear up the confusion...
Living wills basically say that if you ever find yourself in a permanent coma or vegetative state, and all the doctors agree that it is a truly hopeless situation, then the document indicates that life support systems will be removed, including nutrition and hydration (since they are essetnially life support systems). Pain management medications would still be administered.
DNR's are much different. They essentially say that if you are having any type of a medical emergency (heart attack, stroke, etc.) then medical professionals are not allowed to try to revive you. This type of order is usually put in place for very elderly and/or frail patients when pounding on their chest in an effort to administer CPR simply wouldn't make any sense. In Connecticut, if you have a DNR in place then you typically wear a special bracelet so that emergency medical personel are aware of your DNR status.
So...living wills become relevant in a very narrow set of circumstances (permanent coma) and just about everyone should have one, assuming that the instructions comport with your wishes, of course. In stark contrast, a DNR becomes relevant in any type of medical emergency, but it is only appropriate for a very small percentage of the population.