Ohhhh,, this one cuts deep for me. That's always been my preferred method (bcus of delusion related reasons) and my psychs know about that. However, where I live, it simply isn't possible. The trains here are incredibly slow as they're just for cargo. Slow to the point that it wouldn't be quick and painless. I also am not in the habit of furthering inconveniencing others by trying anything in public. I've tried jumping into traffic. That was my first real attempt. It's not something I'd do again just for the simple fact it gets too many randos involved that didn't do anything to deserve to witness something so traumatic.
I believed it could work as a last ditch effort if there is truly no other way, but I'm kind of on the fence about it now though, seeing the other replies. As in--definitely no longer a method I have an interest in trying.