Hey dnalloh, as someone that has gone through depression, I have constantly had the same thoughts. But what stops me from actually commiting to it is of course my family first of all. But also I always think of how lucky I am to be alive, I mean there are people in so much worse situations than us, and to take our own lives while other less fortunate people exist is just such a waste. Just think, you could have been born as a dog or cat or ant, but no, you happen to be born to be on top of the food chain, how miraculous is that?
It would be such a waste to end a human life, but if you are thinking of leaving your family behind, then why not move to a poverished country and just do voluntary work and help others less fortunate than you? If you are at all religious, then at least you know you could go to heaven that way when your time is really up.
Just know there are people out there that understands you, and it would be a shame if you don't let them help you.