That is actually why they'rea big discrepancy between male and female studies rates. Attempts are about even but women typically choose less effective/reversible methods such as sleeping pills. Men tend to choose more violent methods like firearms or hanging which results in higher success rates on suicide attempts.
I'm a guy, and not suicidal. But if I was, I'd make damn sure it worked. The only thing worse then a successful suicide attempt is an almost successful suicide attempt that leaves you with severe physical or mental problems.
You could also argue that men are a little handier. /s
Seriously, if you feel depressed, burnt out or plain suicidal, talk to someone about it. Mental health problems can hardly ever be powered through alone.