If you can get your hands on the proper chemicals then you'll be able to gently fall asleep and never wake up. You can do this for under $100 not including the drugs, if you are serious that shouldn't be a problem.
A simpler more primitive option could be to look up "bloodletting". During the bubonic plague that was popular and often resulted in death. Also, the civil war was another event were it was common and well documented.
Explosives primed to go off when you're asleep should do the trick. None of those nausea symptoms of things like poisons and the courage required means you'd need to know how to disarm it without blowing it up instead of just not jumping or not pulling a trigger.
Can't use explosives, either. I'm looking for something I can drink and have a quick death. I read that "Nembutal" is the best thing, but it's only sold in Mexico or something.
Is it too difficult for you to get a lot of medicines??? You could mix a lot of medicines, smash them and drink it with alcohol and then die. It's going to be painful, but if you find the right meds, you might die.