by cutting off both legs and arms and bleeding to death while your guy screams and yells. It's bloody awesome and in itself deserves my six bucks.
http://www.youtube.com/watch?v=EuIgzFW7B2I
It's at the end of the video if you grow tired of watching the guy falling down hills and overdosing on various drugs.

Hehe... I agree! Along with smoking yourself to death in Deus Ex that's one of the all-time great ways to take yourself out in a game.

I knew some people who played this when it was still freely available from abandonware sites, some of them managed to take out all of their limbs without the guy collapsing from syncope or bloodloss... which is considerably hardcore o_O

And also screwy. Though it makes the playable character a REAL MAN. He can amputate all his limbs WITHOUT ANY HANDS!

In the XFiles Game you could shoot yourself in the brains, and it'd come up with a Sucide Note each time you did it.

But still I think this easily has to be the best way of killing yourself in any game.

Heh, that's nothing. In Zork I if you throw the pile of leaves at yourself you'll end up breaking your neck!