Depends on what you mean by fast. A firearm will always be the quickest way to go by time span of the action. Will it hurt? Probably, but not long enough for you to register.
Hanging can be quick if you manage to snap your neck bone cleanly, but it takes time to prepare and there is a mid average failure rate that often leads to death by strangulation instead. Takes 7 minutes tops to achieve brain death, so it may not be quick either.
Falling. By time span of dropping over 70 feet, it would take a couple of seconds to hit the ground and if you are lucky you will pass out from the sudden drop of heart rate and blood pressure. However, if you fall onto water, there is still a chance of you surviving the fall, but become gravely injured and drown instead. Some witnesses that have seen suicide jumpers at the golden gate bridge have reported seeing this kind of event.
Death by train can be quick, if its fast enough and hits the right vitals, like getting your head crushed or run over by a wheel. More than likely, you will die from either shock or complication of injuries.
Car crash. Some say 70 miles per hour into a sturdy structure will do it, but I would say over 120 miles per hour is the true gaurantee and you are better off doing this method on a motorcycle. Why not a car? If its an older car that doesnt have airbags all around you and a frame that doesnt absorb impact, it can work. But new cars are designed to ensure that you do not go flying out a window. Can still happen, but isnt gauranteed, and you will probably get severely injured and die a slow painful death. Consided a motorcycle if this your method of choice.
Overdose is a no go. You will not find a prescription drug that can kill you quickly, and fentanyl and drugs alike are not as easy to acquire that the media makes you think. More than likely someone will sell you dry wall and have you huff that before you ever reach fentanyl or drugs alike.