For you? None, really. For the people who are left behind? Plenty. There is no body left for the family, and someone will have to clean the disgusting mess of blood, flesh, bones, poop and whatever else left behind. Not to mention the people walking through the street will witness the, once again, disgusting mess of things that was once you.
It is a disrespectful and inconsiderate method in my books. If I wanted to jump, I would jump from a bridge into the water. It is not as fail proof, but the aftermath also isn't as gross. Also, with methods like hanging or carbon monoxide poisoning being options, jumping, either from a high building/place or in front of a train just seems unnecessary.