Here's the issue: most of the time, even for extremely heinous shit if you plead guilty they will simply give you life sentences, it's when you go to trial that you're given the death penalty. Well, when you take it to trial, the lawyers and your family will most likely file appeals on you behalf and draw out proceedings for years. This could tack on years to your life and they'd be spent in a small cell with few amenities and a caged in yard.
The way to commit suicide is to take copious amounts of otc dissociative anesthetics like dxm and nitrous oxide combination, simultaneously thinning the blood will either prescription blood thinners or simply a pint of vodka and a little too much Tylenol, slipping into a warm bath with candles lit and your favorite playlist on and slicing both wrists(in Max Payne 3)