It is NOT difficult to kill yourself intentionally, at all.

• Make a simple, strong slip knot to use as a noose, secure it somewhere that will support your body weight, tie your hands behind your back so that you can't easily get out of the restraints, and jump off a ledge of some kind. It won't break your neck and you'll die agonizingly, but you will almost certainly die of asphyxiation. Even more effective if you tie yourself up in weights and jump into deep water.
• Shotgun. Easily procurable in America. Stick in mouth with buckshot and pull trigger. Messy, but effective.
• Lots of ways to make powerful bombs with materials you can find in stores. Make one and set it off in your mouth.
• Lock yourself in a room with carbon monoxide. So long as no one's coming to get you, it's a nice, peaceful way to go out.
• Snort a sugar cube's worth of fentanyl.
• Sever any major artery and get in a bathtub full of water so the wound can't seal easily. Cope with the pain until you pass out. As long as no one finds you, you dead.

I could go on, but I think I've been morbid enough.

Thankfully, suicidal impulses are just that: impulses. They are relatively short-lived (10-20 minutes on average) and then they pass. You may still be depressed, but the urge to end it all is no longer there, for most people. One of the best things you can do when you're feeling suicidal is just to go to sleep. When you wake up, you'll likely feel better. The vast majority of people who attempt suicide and live regret it almost immediately, and most of them do not attempt it again.

However, there are people who enter long suicidal states, where they've genuinely made up their mind to end their lives. With these people, no matter what the psychiatric intervention is, short of permanently restraining them, they will almost always find a way to kill themselves. The truth is you cannot stop a person who is truly intent on ending their life. And I for one am very thankful for that, because living should always be a choice. We should not be in the business of forcing people to live torturous, agonizing lives from which there is no real escape or remedy. Everyone should have the option of "getting off the ride" if they so choose. Ultimately, it's no one's business but their own.