Burning - you need a place to burn the deceased - outdoors, you risk being seen, indoors you'll leave traces around the building (i.e. the ceiling etc.).
Disposing at sea - the further out, the better, because of tidal currents etc. The further out you go, the more it difficult it gets though, and the more likely you'll be seen. The body still survives, which means that other people playing the 'game' might still find it, if they know you have a boat and have bought a certain amount of petrol etc.
Using acid to rot the body - Messy. You could use a mild acid, rather than get a strong one that might arise suspicion - but at the end of it all, you have to buy a new bath, and dispose of the old one, which may leave detectable traced if it is found.
Putting the body into a rocket and sending it into space - this is a fave of mine - if someone sees you launching the rocket, it would be prohibitively expensive to get back from space. There are many things that could go wrong, though - the rocket might misfire and crash into the yard of your opponent playing the 'game', for one thing.