I only recommend this as an option when you can't get in to see your pdoc and have no transportation to the hospital, but you can call an ambulance yourself to take you to the ER if necessary if you're feeling suicidal and have no other option. I have done this before and although it doesn't speed up the hospital wait time, it'll get you there. (An ambulance ride costs $45 where I live, not sure what it's like where you are).

As wildflowerchild25 said though, they may not admit you if you're only having thoughts without a plan and intent to carry through, so I'd only recommend the ambulance if you're 100% sure that you need to be hospitalized.

Good luck!