Yes, and yes.
I got really down, and really drunk, and tried a few times. Few problems:
1) Australian, so no gun (I live in the city).
2) Haemophobe.
3) Way to aware of how uncomfortable strangling, or cutting, or poisoning yourself actually is.
So I tried getting drunk enough to open my wrists a couple of times, but couldn't do it, and on a more memorable occassion, tried to see if I could drink myself to death, but blacked out and woke up the next morning. On a depressed drive through the bush at night, I considered if I got pulled over by the police (A frequent occurence), that I might pull my cap gun on them. I figured that'd be effective, amusing, badass, or some combination of the three.
All I can say about it is: Thank god they don't let me have a gun. It'd be over in seconds.
I've talked about it pretty openly with one of my friends. It seems it's more common than I thought. Presently, I guess I'm borderline. Things don't seem to be getting any better for me, but they do seem to be gradually spiraling downards, and it's just no fun anymore.
I guess my biggest concern would be leaving my corpse in my room. It wouldn't do for my brothers to find me.