I'm not surprised to learn he suffered from depression. Many comedians do and this is largely where the inspiration for their comedy comes from. I was never really much of a fan (at least in terms of the comedic work that he's most known for... my favorite roles of his were the serious ones in films like Insomnia and One Hour Photo), but R.I.P.
As for the expected "suicide is the easy way out, hurr durr" comments, you can't possibly know how bad someone has it or what's going on inside their heads. It's all relative and it can't be measured in any tangible way to another person. Not that I'm an advocate of suicide per se, but if someone genuinely thinks that they'd be better off dead than alive, it's their choice. Not coincidentally, most of the people who are usually very judgmental of suicide are the ones who have never gone through any type of hardship that would make them want to kill themselves in the first place.