I think very very people actually want to die. As @foreverfalling says, what we want is to escape the hell that living has become; what we want is the opposite of one's life, which is death. Unfortunately the only way there is by dying, which every fibre of our animal being inherently opposes. I was reading an interesting thread earlier today where someone had heard tales of people surviving attempts at things like hanging and hypothermia without being found, as while unconscious they had somehow gotten themselves out of their circumstance.
And here I was afraid I might change my mind last minute with a non-instantaneous method, yeesh. My body might literally fight me. As of now I think instantaneity is an absolutely necessary condition of my path, which shrinks the option pool quite a bit for many reaosns...