"Negative" Daniel:
You can always go to a shooting range and hire one of their guns and do the deed; I had a guy do it next to the stall I was in (not a pretty sight with a .357 Magnum pistol, but hey, I don't think he cared what his dead body looked like). But, I probably shouldn't mention this, as people don't like seeing suicide as a evacuation of the pain (people say it's a permanent solution to a temporary problem, but some problems aren't temporary at all). You could also dive head first off the tallest building you can find, that'd be equally painless.
"Positive" Daniel:
What do you want (a question you ask yourself)? Try and attain it, and if you can't, go on to the next want, and so on and so forth. People can say to make the most of the small things, and also the things you do have..., which would work if you liked the small things and the things you have. Just keep on moving, I suppose, and you might get/find something you want that'll make life worth living.
(I have no idea about self-esteem, really. As it tends to be innate and also made by life events and how much you prefer your own view over that of another's. Saying no a lot can help build it, but this happens when people make/ask you to do things you don't want to do.)