Once you are in captivity, I guess it's very difficult to perform a decent suicide (i.e. fast and without pain). Even in freedom, not many options. All OTC medicine is reasonably safe (you can even die from too much salt, but that's a painful, long, messy process, and when discovered they will bring you back to life). Guns might be available to the average citizen in the US, but not elsewhere. Jumping from a high building takes a lot of guts and inconveniences others.
(Split the thread: How to commit suicide?)