Welcome to the site.
Once you have been here for a little bit and unlock the search feature, I encourage you to use that feature to do some easier searching. There are plenty, plenty of posts and discussions about it.
In short, self-immolation is outstanding painful, it is probably one of if not the most painful ways. The chances of someone doing it, screaming in agony and being found and "rescued" then end up in a permanetly painful condition is far more likely than being able to carry through with it until death. And if things don't go as planned and someone survives, those lifelong burns and disfigurement would be way worse than before. This is the form done for political protests, not really people wanting to CTB but to make a statement so they choose this method to draw attention to their political statement (like the Buddhist monks who did this for example). It is not instant, full of suffering.
Google Aaron Bushnell who did this outside an embassy recently, he poured gas all over himself beforehand. He was fully on fire, but didn't die until he was taken to a hospital. Not ideal. Not reliable. Outstandingly painful. Maxwell Azzarello is another example and he seemed to languish in agony a lot longer.
There are better ways to do CTB that won't end in long lasting pain if it is not successful or someone intervenes. This should be considered a non-method.
Choose a different method.
I hope you find everything you are looking for and find peace & serenity.