If you're seriously going to kill yourself, please do NOT use a gun or pills or jumping or cutting wrists or arteries. It's bad enough you've chosen to and finalized your decision to end your life you don't need to traumatize your family and friends with a gruesome death. Use an "Exit bag". It's instant, painless, blood-less, non-gruesome, and peaceful.
http://www.youtube.com/watch?v=UWfWl-xJnnY
Created by a right-to-die group Exit International it's a bag that goes over your head with a tube connected to a helium tank you can purchase at a local party store. Fill the bag up completely with helium, pull it over your head and take a deep breath. You'll pass out instantly and leave the earth in just a few minutes. No blood, no suffering, no bullets. It's bad enough you're committing suicide, you don't want family finding you with your brains splattered all over the place, or your body in a bathtub full of blood. Just because you're hurting yourself by ending your life doesn't mean you need to hurt those that love you anymore than you already are. They'll find you tucked away in your bed, peacefully, and for the last time. They'll appreciate that a lot more than finding you in a pool of blood. The one thing they'll have is the knowledge that you just left the earth peacefully and calmly.
Just keeping it real.