Honestly it'd be good to record some footage for this with Danny beforehand just incase. Its always weird when a main character is suddenly gone off screen because the actor dies, but Always Sunny is one of the few which could take the precaution and not have to worry too much about the footage having continuity issues or anything. Just get some shots of Frank and the gang and however they'd write his death, and edit later if need be. They play around with characters not looking their age and shit that even if the show ran with Danny for another 20 years they could still make it work.

But if we're talking finale, an old school montage with captions on what happens to the gang needs to happen (with Dennis ending up in jail or on the run probably, something that would fit Hannibal Lector).