Self-committing for suicide help?

I've struggled with depression since a child, but it gets worse and worse each year. It costs me jobs, relationships, and i'm just so tired of it all. I seem to stumble from dilemma to dilemma and after leaving my last job I'm out of cash and homeless in a few days. Unemployment is dragging it's feet and won't kick in for another month but I've just had it - and set this weekend to do it via knife. Relatively sure I can do it, but what type of help is out there? Calling some hotline and getting feelgood talk won't change a thing, going to a local hospital for 2 days of medicine and happyhappyjoyjoy speeches won't change 30 years of depression - I feel that I need a few months in a setting that ensures change and retraining how I think and feel. Do such places even exist?