Actually, you don't go very far usually.
When you're dead you cannot walk and it's illegal to drive a car. You cannot count out exact change for the bus because as soon as you died whoever was nearby stole your wallet.
But this doesn't mean you don't go anywhere. Nosirree Bob! If you die in outer space repairing a loose power coupling on the outer hull of your starship then you go floating off, sometimes traveling thousands of miles, until you get hit by an asteroid or get caught in a stars gravitational field and burn to a crisp. If you're killed by a bunch of hungry cannibals then you'll probably be eaten and then you'll go wherever the cannibals go. If you die in a hospital then you'll probably be buried underground by your crazy relatives who are afraid that you'll come back to life and take back your house, job, wife, and three lovely kids whom they've inherited from you.
If you die alone, you may lay there for a long, long time, but fear not! The Earth travels around the sun, which is on an outer arm of The Milky Way which spins at a phenomenal rate while at the same time flying away from the center of the universe so fast that it will keep on going forever--unless, of course, the gravity pulls it back in in a Big Crunch destroying life as we know it. But don't worry. If that happens it will just expand out again at the same phenomenal rate. You'll never stop moving.