I agree that euthanasia is a separate issue.
I've been touched personally by suicide and my conclusion is that it is ethically wrong because it is, ultimately, a selfish act. It harms others. Someone has to find the person who has committed suicide, and that is incredibly painful and leaves a lasting horrible memory that is difficult to deal with. In addition, family are often quite psychologically traumatized by suicide. Quite frankly, suicide is a sort of mental abuse to the people who have to live on and deal with it. I certainly feel for the person who commits suicide (or attempts it), as they are obviously dealing with a great deal of psychological distress. It is very sad. But I feel the same way about a great number of other unethical behaviors as well. It doesn't change that it is abusive to those that are closest to the person and harms them.
In terms of the afterlife and such, I think it is just pointless to commit suicide, because I think there is no escape at all. I don't believe in hell, but I think if you don't deal with pain in this lifetime, you simply bring it with you to deal with later, so there is little point in "escape" as this is an illusion. Committing suicide only prolongs the agony of dealing with the root causes, and on top of that, adds the baggage of the pain you've caused everyone around you in that decision. While I think God is forgiving and loving, I also think dying doesn't solve the problems of life-- because death is a kind of birth and you go on.
All that said, I do have great compassion for those struggling with suicidal feelings. I've had a number of friends that have dealt with very difficult circumstances and I do understand that there are some instances where it is very hard to consider other options. Mental illness and drug addiction are the saddest to me, because I feel that they are generally the most temporary and treatable, yet mess up people's psyche so deeply that they often can't think straight. I think chronic severe pain-related conditions are hardest because it disrupts one's life so greatly and is very difficult to manage and to find hope. Regardless of the causal factor, my experience has been that the US health care system is poorly equipped to deal with the amount of severe depression that occurs in the population and I know from personal experience that some people who would very likely have survived do not because of a lack of quality medical care.