I remember reading a number of years ago that there were some websites hosted in Japan that were selling suicide kits. The kits included a plastic hood, a tank of helium and tubing to connect the two. Some other articles at the time suggested that nitrogen would work just as well, and cost less.
And, in case anyone is wondering, no I am not suicidal. I became interested in the topic after reading about Air Force pilot training, where the pilots were put into a large decompression chamber, the pressure was reduced to simulate high altitude, and the pilots were required to remove their oxygen masks, so they could learn to recognize the symptoms of hypoxia. I vaguely remember that one of the side-effects of hypoxia is euphoria, which would run counter to some of the comments about there needing to be a component of retribution or punishment to the death penalty.