[Edi]

I draw the line at pillaging my own provinces, because I generally play the role of a more or less benevolent god (whether a genuine nice guy or an ironfisted tyrant who looks after his population for his own gain) and pillaging my own provinces would go counter to that. But the rest of it, gems, gold, items, provinces, they'd go to those who I favor over the one who defeated me. If I detest everyone else even more (in-game, of course), then I'd still go down fighting, but take my stuff with me. Or maybe even give it to the victor if I wanted him to win.