I've struggled with it since college and still do. I've had the gun in my mouth and at just the right angle (go for the brainstem) a few times but didn't do it. It wasn't fear, as odd at is it sounds the main reason I keep going is spite. Depression may make my life a living hell but frick it, it's not going to kill me if I can at all help it.
Although when you reach that level of misery you start turning to coping mechanisms that aren't exactly the healthiest options, take cutting for example. I always used to do it where no one could see it because I wasn't some EMO looking for attention, but eventually you run out of room. So now I've got scars along my forearms, but not cat scratch "give me attention" bullshite, If I'm going to go to the effort of cutting myself to feel better then I'm going to be serious about it. Almost all of them needed stitches, which I never got. One day I swear I'm going to be walking down the street and someone is going to think a tiger has escaped from the zoo or something.