This is a very serious question which demands a serious answer. It is serious because the one who poses the question may have pondered for a long time about ending his or her life. In this respect, I want to address it from a clinical point of view.
If one has tried medication and counseling, the thought of suicide is still controlling the mind of the depressed person, measures need to be taken to prevent any suicidal attempt, including 24 hours watch by family members, taking away possible means of carrying out suicidal attempt, a self-care commitment letter promising to notify someone when the suicidal thought comes, self-checking into a hospital for three days and notifying the authority for help.
Theologically, I would say taking one’s life is definitely a serious sin against the creator of life. This act constitutes an act of murder, even though it is self-inflicted. Murderer is listed among many who are considered to have serious consequences in the eyes God described in Galatians 5:19-23.
“Now the works of the flesh are manifest, which are these: Adultery, fornication, uncleanness, lasciviousness, idolatry, witchcraft, hatred, variance, emulations, wrath, strife, seditions, heresies, envyings, murders, drunkenness, revellings and such like: of the which I tell you before, as I have also told you in time past, that they which do such things shall not inherit the kingdom of God. But the fruit of the Spirit is love, joy, peace, longsuffering, gentleness, goodness, faith, meekness, temperance: against such there is no law.”
This question is meant for Protestants. In many mainstream Protestant denominations that I have heard of, it seems to me clear that once you really accept Jesus' free gift on the cross as payment for your sins, you will go to Heaven even if you continue to sin. I understand that the theology explains that you will receive the Holy Spirit who will convict you of your sins, and you will try to sin less. But in any case, no matter what you do, you're going to Heaven.
Now the works of the flesh are manifest, which are these: Adultery, fornication, uncleanness, lasciviousness, idolatry, witchcraft, hatred, variance, emulations, wrath, strife, seditions, heresies, envyings, murders, drunkenness, revellings and such like: of the which I tell you before, as I have also told you in time past, that they which do such things shall not inherit the kingdom of God. But the fruit of the Spirit is love, joy, peace, longsuffering, gentleness, goodness, faith, meekness, temperance: against such there is no law.
1 Corinthians 6:
The very fact that you have lawsuits among you means you have been completely defeated already. Why not rather be wronged? Why not rather be cheated? Instead, you yourselves cheat and do wrong, and you do this to your brothers and sisters. Or do you not know that wrongdoers will not inherit the kingdom of God? Do not be deceived: Neither the sexually immoral nor idolaters nor adulterers nor men who have sex with men nor thieves nor the greedy nor drunkards nor slanderers nor swindlers will inherit the kingdom of God. 11And that is what some of you were. But you were washed, you were sanctified, you were justified in the name of the Lord Jesus Christ and by the Spirit of our God.
Truly I tell you, people can be forgiven all their sins and every slander they utter, but anyone who blasphemes the Holy Spirit will never be forgiven. but whoever blasphemes against the Holy Spirit will never be forgiven; they are guilty of an eternal sin.
Do not think that I have come to abolish the Law or the Prophets; I have not come to abolish them but to fulfill them. For truly I tell you, until heaven and earth disappear, not the smallest letter, not the least stroke of a pen, will by any means disappear from the Law until everything is accomplished. Therefore anyone who sets aside one of the least of these commands and teaches others accordingly will be called least in the kingdom of heaven, but whoever practices and teaches these commands will be called great in the kingdom of heaven. For I tell you that unless your righteousness surpasses that of the Pharisees and the teachers of the law, you will certainly not enter the kingdom of heaven.
James 2:10 For whoever keeps the whole law and yet stumbles at just one point is guilty of breaking all of it.
But most of all this verse, because it is unambiguously to the point:
2 Peter 2:19-22 If they have escaped the corruption of the world by knowing our Lord and Savior Jesus Christ and are again entangled in it and are overcome, they are worse off at the end than they were at the beginning. It would have been better for them not to have known the way of righteousness, than to have known it and then to turn their backs on the sacred command that was passed on to them. Of them the proverbs are true: “A dog returns to its vomit,” and, “A sow that is washed returns to her wallowing in the mud.”
· 情欲的事都是显而易见的，就如奸淫、污秽、邪荡、拜偶像、邪术、仇恨、争竞、忌恨、恼怒、结党、纷争、异端、 嫉妒（注：有古卷在此有“凶杀”二字）、醉酒、荒宴等类。我从前告诉你们，现在又告诉你们，行这样事的人必不能承受神的国。圣灵所结的果子，就是仁爱、喜乐、和平、忍耐、恩慈、良善、信实、温柔、节制。这样的事，没有律法禁止。(加拉太书5:19-23)