For me, one thing would be debilitating pain without the possibility of reprieve. I had a migraine once that, in my mind, had me begging for the person in the flat with me at the time to end it, in that way (I can't make myself type the right word, yeesh). I know how pathetic that sounds; I felt like that because it had been going on so long at such an intense level and felt like it would never end. I couldn't move and was only breathing slightly, and wasn't able to convey anything, so the person was spared any distress, and me the embarrassment afterwards. I meant it at the time, though. I have a lot of sympathy for people who want to end their life due to their physical condition, but are prevented by law from doing so in this country.
When I was in my late teens, early 20s, at university, I had suicidal thoughts. The only reason I didn't go through with it was knowing it would upset my family. That was all born out of self-loathing, a sense of no self-worth, etc. What I know now must have been a chemical imbalance, depression, but it lasted a long time.