"While we exist death is not present, and when death is present we no longer exist." This was the ancient Greek philosopher Epicurus' argument against the fear of death, and I think it still holds up today. His contemporary Lucretius had this to say: "Look back again to see how the past ages of everlasting time, before we were born, have been as naught to us. These then nature holds up to us as a mirror of the time that is to come, when we are dead and gone. Is there aught that looks terrible in this, aught that seems gloomy? Is it not a calmer rest than any sleep?"
Personally, I would argue that since all of us are going to die anyway, no matter how good or bad our lives are, then you might as well exit this life if you truly and deeply feel that you are not enjoying it. You'll just be headed in the same direction as everyone else; the only difference is that you'll be getting there sooner than many will.