According to the Harvard Injury Control Research Center, there is some risk, particularly when considering younger demographics.

"The preponderance of current evidence indicates that gun availability is a risk factor for youth suicide in the United States. The evidence that gun availability increases the suicide rates of adults is credible, but is currently less compelling." [1]

There's a lot of good additional data in the original report. According to the table on page 40 [2], self-harm by firearm represented 19,392 of 38,364 suicides. This dwarfed the number of gun-related homicides which was 11,078.

Page 83 explores death by intent. Interestingly, there's also a category for legal intervention/war which represented 344 of all firearm deaths.

[1] http://www.hsph.harvard.edu/hicrc/firearms-research/gun-owne...

[2] http://www.cdc.gov/nchs/data/nvsr/nvsr61/nvsr61_04.pdf

Suicide by firearm is more likely to succeed than suicide by other methods (for instance poisoning). Per the American Association of Suicidology, "if a gun is used to attempt suicide, a fatal outcome will result 78% to 90% of the time."[1] Suffocation is also very likely to succeed but poisoning results in death less than 5% of the time and falls about 25% of the time.[2] One can make an impulsive decision to commit suicide with a gun while other methods (for instance hanging) may take considerably more thought and preparation. Suicide by firearm seems to be particularly problematic for youth.

[1] - [http://www.suicidology.org/c/document_library/get_file?folde...]

[2] - http://www.cdc.gov/violenceprevention/suicide/statistics/cas...