The four things that come to mind have mostly already been described.
1) Climbing accident. I've had enough near misses rock climbing to be able to fake an accidental fall. Free soloing --climbing alone and without a rope-- is the obvious route, but you'd need to be skilled enough to get high enough to do the job properly. You don't want to fall from too low a height to get the job done properly. I can assure you that you would be worse off after that.
2) Hypothermia. Depending on where you live, all it might take is a dark night, an empty road, and incautiously leaving without a full tank of gas, then a little too much alcohol and a bad sense of direction as you wander off into a blizzard. I've heard it's a peaceful exit.
3) Scuba accident. Go down 30', hold your breath, and ascend. The pressure build up in your lungs will destroy them. There are no sensory nerves in the lungs, so when your lungs burst, you won't feel pain --or so I've heard.
4) Road accident. Put your seatbelt on but don't latch it, then drive too fast and "lose control" into a bridge abutment. Not a nice way to go, though, and if it isn't 100% effective, I suspect the life you'll be left with will be even less satisfying than the one you have now.
As has been noted, effective accidents are surprisingly difficult to fake.