It's very hard to stab someone and kill them instantly. The brain is about the only one I can think of. Stab them anywhere in the chest, and they'll have a little bit of time (or a day or more for some belly wounds) to contemplate their fate.
The subclavian arteries are a good choice. They're located near the triangle of muscle located between your neck and shoulder. Stab someone there with a long enough blade and you can hit the subclavian artery, the carotid artery, and the arch of the aorta in one swoop.
If the person needs to be awake and lucid, don't hit a major artery, that'd nix the "lucid" part. Dying takes a few minutes, but the bloodloss means you are going to be delirious pretty soon. Try a stomach wound. Nasty way to go, but it would give your person a little more time to be aware of their surroundings.