Surely you must be
King.
When i'm dead it is the end
Checkmate
But those who reach the end, they will become me
In the game of draughts (checkers), men reaching the kings row (the back rank) are crowned (promoted) into kings
Some people know me for my hairstyle
The King's pompadour is pretty much synonymous with rock 'n' roll. The pompadour hairstyle itself is often called just "the Elvis cut".
Some know me for my friend lucille
Lucille is the name of B.B.King's guitar
You might know me because of my mighty roar
The Lion King
Or you know me because of my silly waddle
King Penguin