OK. I just came up with a better way--a variation on Shep's with a good dose of "Master & Commander" thrown in: SCUBA gear. Weight yourself down real good and just go down. As you get below 150 feet you're going to seriously "narc" out so the death should be actually fairly pleasant and there's no mess left for anyone to clean up. Indeed, you'd just disappear and if you didn't leave a note people would always wonder where you went. Of course I'd probably have to leave a note. Alternately I'd have to buy all my own gear--preferably years in advance or in some otherwise untraceable way--and buy a small boat. I'd hate for somebody to lose their business/license/certification because I used them in my suicide.
Suicide is for pussies. If I'm ever so down and out that I don't want to live my life any more then I will liquidate all my assets and just disappear to Mexico or South America where I will begin a new life without whatever problem was bothering me so much in the first place.
Yep, gotta say, I don't think I could do suicide, to permanent. I like life and I don't like making people feel like shit. And that's exactly what happens when someone commits suicide, their family and friends are left feeling like shit.