As far as pain and suffering goes, starvation is right near the top. It takes a long time, and your body will actively metabolize itself to try and keep energy. I am not sure you asked how to die of starvation, because it's very straightforward. Don't eat until you die, up to 30 days. You can also go the dehydration route by not drinking and die faster, but if you have any access to water, I would bet all the money in my pockets that the SI would kick in.
Thích Quảng Đức is a famous monk who CTB by self-immolation to protest the Viet Nam war. He did it in full daylight by dousing himself with petrol and striking a match. If you want to burn to death, that would be how. It will kill you, but it will hurt like hell the whole time.
If you want to cut yourself, you have to get an artery. No over the counter drugs are capable of numbing the kind of pain cutting that deep will cause. You have to get an artery. You have to get an artery. I cannot stress this enough. It will be deep, near a bone. Because severing an artery is a serious injury, the body keeps them deep inside, well protected.
Night night method would probably be the most reliable, least painful of the ones you mentioned
I concur.