I finally attended therapy after having suicidal thoughts for years. But even after going to therapy, I was far to afraid to bring up that I was thinking about to killing myself. For the first two months of my therapy we talked about my social anxiety and issues with going to college, which while important wasn't why I was really going to therapy.
Eventually my therapist asked the big question when she noticed my depression getting worse. "Do you think about suicide". Well, I hate lying, so instead of saying yes, "I said I'd rather not say". Well she knew that was as good as a yes. I didn't let on that they were that bad, and that I was fully in control of how I react when those thoughts appear. The biggest deal for me was she knew I had access to firearms as they are a hobby of mine. She suggested for me to leave them with a close friend or with my Universities Campus police department. She said she couldn't force me to do this, but she suggested it.
When this first happened I was terrified that that night men all dressed in white with a straight jacket and oversized butterfly net was going to kick down my door and hall me off and cease my gun collection, but it wasn't a very big deal at all. My therapist said short of telling her that I feel I am in imminent danger of putting my thoughts into actions, that she really can't intervene. She simply made suggestions of numbers I can call if I feel I am not in control of how I will act on the thoughts.
Even after she knew about my suicidal thoughts, she really wasn't aware of the severity. Finally I got the nerve to write her a letter telling her the whole truth about how often I think about the thoughts and how vivid they are. She didn't over react and it wasn't nearly as big of deal as I made it to be in my mind. It is quite a relief that it is out in the open now. Only my therapist and psychiatrist know, as I would never tell my family or close friends because of how they would react, but therapists or psychiatrists even most medical doctors are use to hearing about things like this. My therapists asks about how the thoughts are, and I am honest with her and always reassure her I am in control of acting on them.
As for my therapy, I attend a university and can attend general counseling for free with a social worker/therapist. I go once a week for an hour long session. After months, my therapist really wanted me to try meds (although I am somewhat against) I agreed to try them, but she can not write prescriptions. So I made an appointment at a local mental health clinic which has a sliding scale fee which means you pay based on your income. Since I am such a poor college student, they see me for free. I went their to see a psychiatrist for medication evaluation about 6 weeks ago. She prescribed me effexor for depression and I go again for my 6 week evaluation this Friday.
Depending on your financial situation, I'm sure you could find a mental health clinic with a sliding scale fee in your area. If you can afford too, I guess you could really go anywhere just look in the yellow pages on internet. I'm not sure how much a regular therapy session costs since I get it free though my university though. If you have insurence (I don't) you may be able to pay for it with that or maybe your job offers counseling to employees etc. At very least I would go to a medical doctor and tell them you are having symptoms of depression and that occasionally you have thoughts of suicide and see if they prescribe you something to help.
As far as therapy helping, I'm not going to lie. The thoughts still feel as persistent as ever even with weekly therapy and medication. I will be perfectly honest I still believe I will eventually kill myself, although not anytime soon. I even let my therapist know this, but she seems to think as long as I continue my therapy and meds that this will change with time. However, my suicidal thoughts happen several times on a daily basis for nearly a decade now. From your writing, they are not as bad for you as they are for me, so perhaps getting therapy would be very helpful to you. I would look in the yellow pages and internet, and check with your job if possible about what they offer. Also check with insurance to see about paying or find a clinic with a sliding scale fee basis. At very least see a medical doctor. Hope you get help.