For those interested in philosophy, Albert Camus famously said "There is only one really serious philosophical problem and that is suicide" [1]. Basically Camus asked the question why shouldn't he commit suicide and then worked on finding a philosophy that gave him reason not to.
This comment may have no practical use to someone feeling suicidal, but those interested in a philosophical discussion of suicide should consider reading some of Camus' work.
If you are in a position to work for years on a philosophy to give you a reason not to commit suicide, then probably you are not really in the kind of position from which people normally commit suicide.
Existentialism is a hobby and a thing to talk about, not a tested therapy for major clinical depression.
This comment may have no practical use to someone feeling suicidal, but those interested in a philosophical discussion of suicide should consider reading some of Camus' work.
[1]http://plato.stanford.edu/entries/camus