A corny answer on my part would be Komm Susser Tod from the EoE soundtrack. Or Air II from the EoE soundtrack (I know some classical guy made it originally but I like the version that Asuka got taken out to). Last time I thought it was "the night" I listened to Komm Susser Tod over and over, as well as Free Bird from the Haibane Renmei soundtrack.
I suppose I've always found my favorite type of song to be the epic "final credits" type of song anyways, so I have a lot. Recovery Ship by P-Model would be another great one. Goreshit's thinking of you is another one I've had in mind, since I heard a story about another fan of his music committing suicide, and that was his favorite song, and it's mine too, and I suppose we're the same age as well....
When I was younger and had suicidal ideation I'd often be listening to Love In The Time of Lexapro by Oneohtrix Point Never...if I opt for an opioid OD or something of that nature I'd choose that since it's so calming and sedative. There's a few Burial tracks that strike that meaning for me.
And it goes without saying that all the tracks I just mentioned have an incredibly storied history with me, almost an equal level of emotional connection. I guess when the time comes it'll be any of these and I'd be happy to go out to any of them.