On the topic at hand:
I think most people have thought about it at one time or another. We're human beings, life is tough sometimes, and we have active minds that sometimes fantasize, dream up scenarios, second guess ourselves, and ask "what if". Depression and hard times can make you feel sometimes like giving up. So I think general thoughts about it are somewhat normal. I doubt there are too many people who haven't wondered at one time or another if they might be better off gone, or if the world would be better off, or "what if".
If you dwell on it frequently, or give serious thought to it, then that might be a sign of a problem. Depression especially can make people not act rationally. Facination with death and suicide can be signs of a mental disorder. Additionally, a lot of people who are suicidal don't really want to die, sometimes they are facinated with the idea of dying, or seeking attention, or making a cry for help. People in that frame of mind sometimes kill themselves accidentally, or something pushes them over that final hurdle - once you have basically said "I'm going to kill myself" then some people can be easily pushed over that line, sometimes just to prove they will follow through.
So let's just say for a minute that there's nothing morally wrong with suicide. Even so, anyone who feels like they are suicidal should probably seek out some help from a physician because you should definately know for sure whether its something you really want to do, or if it's depression or some other medical condition that makes you feel that way. Those conditions do not lend themselves to rational thought. Goes back to my previous statements about depression in general in another topic. You only get one shot at life and then it's over, it would be a shame to snuff it out over something as simple as a chemical imbalance or a psychiatric condition of some sort.
All medical issues aside, the idea of suicide is really a pretty selfish thing when you think about it. By ending your life you basically rob the world of all of your future works and contributions, not to mention the effect it has on everyone who knows you. Things really are never as bad as our minds make them out to be, there is inspiration all around us if we just take the time to look.
My advice: You can either dwell on everything that is negative in the world, or step up and make the best of it. Appreciate all of the good things you have in your life. If you're constantly dwelling on death and suicidal thoughts, see a doctor, they won't bite, and they may actually be able to help you not feel that way. You have nothing at all to lose by doing that.