I'd go the simple route. Click-click. Bang. Brains on the wall. It would be instant, painless, and decisive.
Another one I have considered is jumping off a really tall building, but I imagine working up the nerve to do it would be more difficult. Plus there's the possibility that I might land on someone else--depending on the height of the building--which could kill them, and I wouldn't want that.
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Don't be too sure a gun to the head would work ...
http://en.wikipedia.org/wiki/Phineas_Gage He's had a stick through his brain and he survived. I had a lecture where the lecturer was talking about brain injuries, and some guy, a store manager, was shot in the head by some guy he fired, and he survived, just that he went blind because the areas that process info from the brain just happened to be the one that konked out. It's probably not as easy as the movies seem to make it out...
Jam it back in, in the dark.