((((Ali))))). I know how hard it can be to talk to a teenage boy rationally about his felings, even if there is nothing going wrong. It's really good that he is talking to you, and that you are willing to talk through his problems with you even if it is stressful for you. I would like to agree with the above posts in most ways, but I remember my own problems as a depressed teenager as well.
Keeping in mind the wise words of the other posters, I would also beg you not to be too complascent with your son's expressions of wanting to end it all. He may not have sustained intent, I know I didn't, but a lot of teens will act on impulses, and the more he talks about doing something, the more he trains himself to see such actions as a possibilty for himself. That's what it was for me. On impulse I olmost went out a window six stories up, hurt myself severely in other ways, etc. This is not to say I hadn't thought of how to do it before, but actually doing it was an impulse.
Don't keep him from talking about it, but make sure that you actively pursue GOOD medical and therapy help for him. Don't hang in with a therapist who he doesn't mesh with in hopes of seeing a miracle happen. (((Ali))) my heart and my prayers go out to you. You must be living through hell right now.