Have I thought about it? Yes, constantly.
I even have a plan (noose and drugs and a tested tie off point that can support me) and I have a DNR annotation in my will and I have, very recently, set myself up as an organ donor, I have my note ready to go out on a timer unless I stop it every day... This has been my reality for the last year, so far, I've managed to find something to hold on to (be it not wanting to cause grief, the next video game I want to try, some get-together planned with friends) but I am under no illusion that this will keep me going indefinitely.
For those who view this as cowardly, understand that your view is irrelevant on the matter, clinical depression is a vicious feedback loop, low self-esteem, self-loathing, sadness and loneliness aren't something you just "snap out of", and if your idea of a pep talk to "save" someone is a variation of the following (man up, some people have it worse than you, you're a coward and/or yours being selfish) then I would respectfully ask you to shove it up your ass and try to get some perspective, or at least try some empathy. Pain (physical or emotional) is a hell of a thing to live with day in and day out. the fact that someone else has it worse out there than you is moot, by that logic, the only person that could ever feel bad for him/herself would literally have to be the MOST unfortunate individual on the planet...
If you can't understand why someone would choose to stop existing, then you are lucky, for some, regardless of quality of life, existing really isn't that amaze-balls as some of you feel it is. For me personally, I was dead for billions of years before being born, and where the notion of oblivion is unsettling to most, I find it rather comforting, no more want, joy, sadness, pain, disappointment, love or pleasure, just nothing, no good or ill.
Suicide is a selfish act, lets get this straight right now, however, expecting someone to live in misery and pain to spare others the burden of grief is equally selfish.
that said, public suicide (bus, train, buildings etc.) are a valid, if not incredibly dickish ways to go, there are plenty of less collaterally impacting means to leave this world.
In the end, it comes down to coping mechanisms/support systems, some are better equip in this respect and pain becomes manageable,others aren't so fortunate. to blame someone for being in more pain that they personally have/know ways to deal with just seems futile to me for all involved.