Wow--not for me.
Let's see-- a bullet to the head means instant death, with only the tiniest feeling of pain. The only other thing that it entails is a cleanup mess for others, which can be solved by doing it out in the jungle.
Death by drowning on scuba means a long, slow, wait for the air to run out, with second thoughts running through the head constantly. Should I be doing this? Is this the right thing? What happens when I am dead? What's it like? Then the last few breaths get hard to get in, and the second thoughts multiply. You run out of air, and every natural instinct in your body is driving you to go to the surface and breathe. The CO2 buildup has every fiber of your body screaming at you to sprint to the surface. But if you really want to die, you have to fight that and fight that and fight that until, finally, after a couple of minutes (because there is that much O2 in your blood even after you stop breathing, you pass out.
So you really prefer the second alternative to the first?