Nabster - I've been lurking on your threads for past few days but thought I might say hello and offer a few words of advice, having been in a sort of similar situation a few years ago.
If you're honestly feeling suicidal, then you have a choice as to whether you think you need to be admitted onto a mental health ward. They can keep you safe (they'll put you on timed observations, normally every 15 mins) and stop you hurting yourself. Downside is that the places are horrific and very scary. It's very disconcerting being around some truly crazy people, and it's not nice having someone shine a torch into your face throughout the night to check that you're alive.
I'm not sure of your background or how long you've been depressed etc. In terms of suicidal thoughts, are these something that you want to follow through with? Do you think that suicide will bring peace and closure? Or do you feel that if you attempt suicide, it will highlight the fact that you are in such unbearable pain? For me, it was often the latter, rather than the former.
Do you have any kind of diagnosis? Depression? Bipolar? BPD?
If you genuinely feel unsafe and want help, then if you go to A&E, they'll have to ensure that someone from psych comes and sees you. They're often reluctant to admit people onto a mental health unit, especially if you've never been an in-patient before and generally want to manage mental health issues outside of a ward. Nonetheless, insist if you feel you need to be admitted.
I hope some of this makes sense and helps in some way.