Retailers have started to mix pure helium with oxygen due to this method being more popular for suicide. The usual mix now is 80%helium 20% oxygen. It's rare to find pure helium in party shops or places where it is readily available. I'd suggest to ask for paper work for proof. Some retailers claim to sell pure helium when it is actually not. More of an indemnity issue.
To my understanding you need a regulator to be able to control the right amount of air flow. I might be wrong, because I have only schemed through the posts on this method. To be honest I haven't read in depth.
It's the perfect painless method. Only con is that pure helium is really expensive, getting more difficult to source pure, very obvious (the tank is big) and needs certain level of research/planning to carry out well.
It's true that research indicates that most people that survived jumping claim to have regretted. I guess it's human psychology. Takes loads of commitment and courage to overcome your SI. Not an easy method, psychologically.
Research on alcohol can be found online. Just need to Google it.
First of all, I don't think people who wish they had died will admit it. Assuming they're not paralyzed, they might be planning a second suicide attempt. And, there's no better to be forced to stay alive then admit you wish you were dead. You might be locked in a psych ward, might lose your right to firearms, the relatives might not let you leave the house, etc.
Second of all, even if a person admits that the only thing they regret about their suicide attempt is that it didn't kill them, no news source will publish that. The media is very anti-choice for suicide, for in case you haven't noticed.
Third of all, it's possible that the people who survived are the people who least wanted to die in the first place. Notably, these would often be people who made an effort to swim to shore after surviving the fall rather than allowing themselves to drown. (Although some of them might have been "rescued" against their will by a boat.)
Anyway, the estimate is that 95% of people die from the jump from Golden Gate, and 3% of the remaining 5% die of drowning. This results in a total mortality of 98%.