This world is not my home, I'm just a passing through.
My treasures are laid up somewhere beyond the blue.
The angels beckon me from heaven's open door,
And I can't feel at home in this world anymore.
-- From "This World Is Not My Home". I prefer Ray Jones' version.
Unlike many other people, I, as the one who flirts with the idea of suicide every now and then myself, will say nothing against it. If anything, there's definitely a point of admiration in my heart for everyone who was able to overcome the very primal instinct of self-preservation and end one's own life. It's quite brave in my eyes, and I don't care what anyone else will say about that. No one has to endure all the unfairness, darkness and any other bollocks the world throws at a man. And before anyone will barge into the thread with "but you have so much to live for!", "life is beautiful!" bollocks - think fucking twice. Depressed people are depressed precisely because they do not get all those beautiful things to live for. Remainding us that all those things are out there doesn't change that they remain unavailable for us for whatever reason - and so it just drives us further into depression.
Now, with that out of the way - to get on with the OP's question...
First - the absence of a weapon nearby helps a lot. If I'll ever get through the trouble of getting a hunting license and buy myself a beautriful MTs255 I dream about every now and then - it is almost guaranteed that I'll blow my brains out when I'll be during one of... most unsettling episodes of my life. But as I do not have a gun - I just go for vodka, and it is usually less or more alright in a day or two. At least, good enough to think and continue the struggle.
And, well, in more sane moments - my faith. It's not about God-Creator, no - I have a rather weird, personal faith of mine, which I took up through years of reading about different religions, and through signs I've saw while living my life. If you're really interested about it - I can, perhaps, tell you a thing or two in personal messages, somewhere, somehow, but here are just several moments I went through.
Back in school I, once, during the winter, exited the tram and then went behind it to cross the tracks, and I slipped. I slipped backwards - and before I fell, another tram, blew right past by. It was an oncoming tram to the one I just exited, and since I decided to walk behind the tram, the driver of the oncoming tram couldn't possibly see me. If I took another step - or if I slipped and fell forward - I'd likely be dead. Or at least really seriously injured.
Another winter I crashed my car, hard. At about 130 km/h or so. And yet, there wasn't even a scratch on me, believe it or not. Not even a scratch. Airbags didn't work either, so I didn't even have a broken nose or something,
So, see, things like that... they probably drove me a bit mad, but I believe that all the signs I had in my life were true. My God needs me. Perhaps, not even in life - perhaps, he wants me to be really prepaired for the afterlife - but he will claim me when he deems necessary. It is not my decision to die.
Uh, I said "more sane" moments, didn't I? Well, perhaps I shouldn't call it that way, but I think you see the point.
These are my reasons. I do not really feel that my internet "friends" will miss me much, if at all. My family? Sure, they probably will, for a while, but in the long run, logically, they are actually better off without me. My hobbies? Ah, nothing but a failure and a waste of time, ultimately. But, well, one can argue that such is all life in general.