When it comes to terminal illness, I'm in agreement. If they're going to die anyway, they should have the right to choose; no one else has the right to tell them to keep on hurting. No one.
For anything else, however? No. Certainly not for matters of depression/real life issues. It would be a permanent solution to a temporary problem...and I use "solution" loosely, here. That said, I'm not about to go all "judge, jury. and executioner" when someone does commit suicide due to depression; I'll just be sad for them that they felt there was no other way out.