O.k. I used to think about it too. Would I have done it? Nope. Think about the reprecussions at the very least. The attempts don't always work out. If you choose pills, you could end up being left brain dead or awake enough to know what is going on and unable to do anything about it. If you chose a gun, same thing. If you chose running off the road in a vehicle, same thing.
Life is low sometimes LOWEST of the low. Thank God that at my last thought of suicide I didn't do it. Reason, I was actually expectant with my first child. Now, life looks a whole heck of a lot better. I also have an overwhelming faith in God handling things better than I do. No advice beyond anything I just said.
P.S. I've been formally trained in psychology.