As always, there is a right way and a wrong way to go about it.
If you�re just blowing yourself up, that�s fine. As long as you take the proper precautions � something along the lines of waving a red flag and shouting �I�m gonna blow myself up!� so that those who do not wish to be blown up themselves can get out of your way � it should be permissible, and in some cases (perhaps even most) encouraged.
It�s the blowing up of others that causes problems. Whether you�re flying an airplane into an office building, targeting an industrial complex situated in a residential district with a cruise missile, or parking a car bomb outside a crowded nightclub, it�s generally considered wrong to blow people up. I just can�t stress that strongly enough. (Now if you have their permission to do so, I suppose that would be another thing altogether. I don�t think a verbal agreement would be sufficient, though; you�d need something in writing, from each party involved. Since it�s unlikely that one would be able to track everybody down beforehand, much less get them to sign off on such a proposal, it�s probably best to take it as given that permission is not granted.)
From this, I think it would be fair to extrapolate that shooting, stabbing, gassing, etc., should be treated in the same manner, i.e.: self-inflicted is OK, but don�t do it to others.