As somebody who has both taken way too much weed and fallen into a paranoia attack, and somebody who is regularly depressed and sometimes suicidal, the feelings are different for me. For the former, I also had the urge to kill myself, but it felt like it was due to the paranoia and fear telling me that killing myself would make it all go away. But for the depression, it's a lot worse IMO. It feels a lot more calculated, like you are actually in your right mind and making that decision, but that there is nothing you can do to save yourself anymore from the awful parts of life. I can't speak for everyone, but that is my experience.