I live in an area of the US where it gets VERY cold in the winter, and I've been considering the hypothermia method for many years. As OP mentioned, the initial stages are uncomfortable but then...you just go numb and get sleepy. Luckily where I am there are also many wooded areas so if I did it that way (hypothermia) finding a beautiful, quiet spot in a forest on a clear night with a full big moon would be so lovely I think.