The word ‘suicide’ is not in the Bible.  However, as we look at the balance of scripture, we can
see that suicide is not an option.  Quoting from Baker’s Dictionary of Christian Ethics article on
“The ancient Stoics [not believers] defended the right of suicide as a corollary of man’s radical
freedom, his lordship over every aspect of his own being.”
Traditional opposition to suicide rests upon the 6th commandment ‘Thou shalt not kill’.  Human
life is God’s sovereign gift. It is His property; and as divinely bestowed, it is of measureless
value.  Only God is entitled to determine when and how life is to end.  Thus, its termination is
under His providential control.  To end one’s life intentionally is to be guilty of rebelliously
usurping God’s prerogative.”

Allow me to elaborate:
God can forgive sin, even murder, if we repent of it.
(Read 1 John 1:9 and Acts 3:19.)
The question then is, how can we repent when we are dead?  How do you repent of murdering
yourself after you have died?  The Bible says, “It is appointed unto a man once to die, but after
this judgement.”  There is no opportunity for repentance after death. (Otherwise, everyone would
wait till they died to get saved.)
Further, you cannot repent in advance of a sin, such as murder or suicide.  To repent means to
change your mind; to turn around.  You cannot premeditate suicide, carry it out, and repent of it
at the same time.  In fact, Hebrews 10:26-27, indicates that willful, premeditated sin nullifies
forgiveness anyway.

Concerning our lives, we belong to God.  (Read 1 Corinthians 6:19-20)  It is God’s prerogative
alone to give life or to take it.  The whole scope of scripture is to turn our lives, problems, and
everything over to Him.  
“Cast your care upon Him, for He careth for you.” 1 Peter 5:7
“Our God is a very Present help in trouble.”  Psalms 46:1
“Let us therefore come boldly unto the throne of grace, that we may obtain mercy, and find grace
to help in time of need.” Hebrews 4.16
God simply wants control of our lives.
Suicide is the final act of taking control away from God and into our own hands.  It is rebellion.  
To take what belongs to God into our own hands will bring a curse upon us; a fearful; looking for
of judgement.

Biblical Examples:

King Saul and Judas both committed suicide while in backslidden conditions – not just
depression.  Judas had just sold out Jesus – Saul was consulting with a witch, trying to kill David,
and rebelling against God.  Sin and guilt led to suicide.

Two prophets prayed for death when in excruciating conditions – Jonah and Elijah.
God Rebuked both: Jonah for his lack for love.
                  Elijah for his lack of faith.

David, however, cried out to God and encouraged himself when he was down.  Read through the
Psalms for many examples – Especially Palms 42 and31.

Suicide is not so much an effort to hurry to heaven as it is an effort to escape this life.
God wants us to live a life of faith – one day at a time.
Romans 14:23 “Whatsoever is not of faith is sin…”
Hebrews 11:6 “Without faith it is impossible to please Him.”
Read also 1 John 5:4

Finally, Please remember, You are a valuable person.  God made you and Jesus died for you.  
Read Psalm 139 and see how much God cares for you.