When you reincarnate, it's your karma that determines the form you take. If you have bad karma, you can come back as a tapeworm or worse (some Buddhists believe in hell realms-- which are not eternal, but still quite awful-- and some don't).

Buddhism doesn't categorically outlaw suicide but it's against violent or angry suicide and it definitely proscribes suicide as a way out. The bad karma you were trying to escape, plus possibly more, will be waiting for you on the other side. The self-immolating monk, Thích Quảng Đức, might turn out OK if he had compassionate intentions; but in general, suicide is still very bad.