Lots and lots of blood thinners - anything that impairs the body's ability to form clots, really. (This is why warm water is stereotypical for this method, as it makes forming clots more difficult.)
Other than that, just don't take anything which would severely drop your blood pressure to such a degree that it would make bleeding out very long. (Note that the ultimate goal IS hemorrhagic shock however, which would necessitate hypoperfusion secondary to hypovolemia).
Make sure to hit a major artery. I would not recommend the brachial artery. Maybe femoral if you can get to it, or the carotid. Make sure you can find the pulse via palpation first to ensure you're in the right spot. Maybe some painkillers would help in stifling the pain such that you can get deep enough.
Honestly though, this is all quite macabre. Do what you will, but I wouldn't want to go out like this...
p.s. depending on your efficacy, death can result in a matter of a couple minutes. and with respect to drugs: aspirin, warfarin, heparin, etc. are all common thrombolytics. I don't know how effective they'd be in something like this, though. Oh, and alcohol too!