If you are lucky to have a gun, take out the brainstem.
You are dead in an instant, without undergoing the process of 'dying', where the brain slowly shuts down as you have with hanging, ODs, SN, N, gas, basically every conceivable method that does not remove the brainstem. Every method you use not targeting the brainstem is unpredictable to some extent, because the brain, the centre for experiencing pain and time, dies slowly. You can have a pleasant experience, you can have a horrible one.
Shooting yourself in the chest is an absolutely bad idea, if I may say so. You will, even if DMT is released, not have a peaceful or pleasant death. You will be in pain from the shot itself, your heart will not pump anymore and you will die from oxygen deprivation of the brain, as with all other methods. In addition, depending on how 'good' a shot you are trying not to shoot through or around the sternum, you might nick the lungs which will start to fill with blood, so you additionally drown in your own blood... And this just describes the physical situation.
Shots to the temple can, if you flinch or don't aim high/ backwards enough, leave you blind, or just without higher cognitive functions.
If you can, go for the brainstem, either through the mouth or behind the ear.