My choices are:
1. Firearm (most reliable and accessible (still waiting on the right time to buy it))
2. Jumping (reliable, but very scary as I don't like heights)
3. Hanging (reliable if done correctly and have enough resolve to see it to the end)
4. Hypothermia (can be reliable if not found and drifting to a numb sleep. Originally, I'd put this at #3, but given that seasons change and hanging is popular and enjoys success, hanging isn't limited by the weather and season.)
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As for your choices...
1. Caffeine OD could work, but it's success rate is shaky and the ones that die from it are usually ones with existing heart and health conditions. It is still possible for a healthy individual to die from it, but it will be very unpleasant and painful.
2. N is reliable according to many who have ctb'd that way, however, like you said before, it is difficult to obtain both via the seller and of course, customs. Plus, the cost of it can be expensive too.
3. Exit bag can work if you can set it up correctly (right bag, right cord/string, right tube, etc.) and have access to said inert gases (N₂, CO, Ar, He, etc.)
4. I can't comment much on SN, but others here might know more about it.