Originally Posted by sea, on halflife2.net

It's not that hard. If you try to overdose on sleeping pills or something, you can always wind up living if you didn't take enough. Better yet, you might get brain damage or something as a result. If you try to shoot yourself in the head, you can actually wind up surviving fairly easily (due to flinching before shooting and going off target, etc.) and then you're permanently disfigured and also may have brain damage. Jumping off a really tall building is probably the best way to do it, but it's also probably scary as hell. Hanging yourself takes a long time, especially if you struggle (and you will, because it's human instinct). It can take up to an hour to die that way, and all the while your lungs are burning for air, though in the end it's probably just as effective so long as nobody finds you.