My daughter's daycare provider's son committed suicide. I was going through classes to join the Catholic church at the time, and also going through one of my depressions. I met privately with a nun several times and I asked her what she thought. She said that she doesn't believe they would go to hell because when someone takes their life they are not thinking right. The depression makes their brain work differently, and is an illness that Christ would understand.
I know personally that there I times I couldn't imagine ending my life, leaving my family. But, there are other times when it just makes sense to me, and I can argue with people about how "right" it is. It is my illness that does this, my control over it is not always there.
That's just my two (okay five) cents.