Leave a note absolving them of blame, assuring them you love them (I have a personalized note for each, as well as a general one for the cops), make sure someone else finds the body (I recommend first responders), do as much as you can to reduce what they'll have to do afterwards (will, living will, stuff packed up, residence cleaned up, prepay for a funeral if you want one, provide passwords and access to online accounts like banks and retirement savings), and I'd say give them closure, don't just disappear. Not knowing is emotional painful, stops the grieving process, they'll spend time and resources trying to find you, and your body will probably be discovered anyway (at least in developed countries, it's damn near impossible to not leave a trail and just vanish). You gotta figure they'll know anyway when they don't hear from you in months or years and there's no activity on your accounts, but with you being just "missing", there's no closure, it's harder to hold a funeral and grieve properly, or handle your will/estate.
Oh, and if you CtB a messy way, FFS, don't go anywhere your loved ones will have to clean it up. I know a guy who had to pick chunks of his brother's skull and brain out of the carpet after his brother went out in his home with a shotgun. 25 years later, and the guy still has nightmares and PTSD over that.