The whole suicide in game is actually highly frowned upon.
I mean the jumping from another level or just high up.
It's a game so since it isn't you, the player, so it seems easy but players need to realize that suicide, even for those characters that bring it up, is really hard to truly carry out. There are people who have had the gun to their mouth, about to pull the trigger and at the last moment, see a picture of their beloved 'wife' or a painting they did, and break down and cry, putting the gun away, realizing that their loved one would NOT want that for them. Or even a good friend/enemy of theirs instead of a loved one.
Even if you, the player, get tired, take a break for the weekend or week from the game, or let your character go on a 6 month vacation/ trip/ work trip, while you try a different character out.
Here is a thread that went over the 'suicide' bit:
http://www.sindome.org/bgbb/game-discussion/game-problems/death-in-sindome-part-deux-232/
There is a post the community hashed out called killing off your character. It included a link to the Scroll which lays out some real good ways to off your character.
http://www.sindome.org/bgbb/open-discussion/theme/killing-off-your-character-127/
For The Scroll, the link is:
https://web.archive.org/web/20090523055101/http://www.sindome.org/thescroll/
Scroll down and you will find the article: Three ways to die... FRIDAY, APRIL 24, 2009
It mentions: First find a reason. You really can't just go half cocked and nuts for no reason, and 'insanity' is so lame and passe these days in the mix.
Burn bridges. Burn them as fast and loud and nasty as you can. Start with someone you've got reason to grudge out on, and spiral from there. Take a good month to do this, until you've pissed off just about everyone.
Finally pick one person and push their buttons until they snap.
You can also work out something where you will purposely fail. The first example mentions: Once you have this person all picked out, you can just arrange your death easy as pie. Pick a fight, and lose. Board room, back room mixer dealings, combat. Whatever. Just build out a plot with your character that ends in failure instead of success.
You can even leave the city alive:
There are ways out of the dome. Take some time and set your affiars in order. Pass on gear to chummers. Pass on paydata to those who can use it. Close up shop. Then send out invites to everyone for a going away party at your favourite club. Party it up like mad, then at the climax of the party announce you are taking the long walk. You are heading out into the ( badlands, orbital, asteroid belts ) and won't be coming back. Then leave, and never come back.
(You can even do the 3rd part with the going away party and have some enemy crash the party and order people out before they kill you, or just kill you and slap down anyone else in the way.)
Oh, and if you do survive the self-created suicide, your associates and maybe a few friends you made along the way may end up killing you instead. That's always a possibility. And that can be funny as hell too.
If you do decide to go out with a bang instead of a character vacation, as bean_dip wrote out, there are ways to do it by creating RP for others.