Entirely up to you, of course, but I'm leaving a bunch of notes. One for the cops that clearly, factually states this a suicide (so they can close their investigation quickly and eff off without digging through my life and harrasing my loved ones for months), a personalized "I love you, thanks for the good times, etc." for each of the important people in my life, and more generic "here's the long, sad story of my life, don't blame yourself" letter to accompany the personalized one. And multiple copies of the last two, since cops have a habit of seizing suicide notes.
If my loved ones can't accept it, or don't understand, that's on them, but I'm going to at least do what I can to let them know how I feel, and minimize the impact of my departure.