Guns make suicide attempts more deadly. Places with fewer guns do have proportionally more deaths from other types of suicide attempts, but the overall suicide levels are still substantially lower. Suicide ruminations may be frequent, but suicide attempts are often impulsive.

http://www.hsph.harvard.edu/magazine-features/guns-and-suici...

http://www.slate.com/articles/news_and_politics/crime/2013/1...

Your point about CA having the most gun deaths falls flat: CA has far and away the most people in the US. Gun deaths per capita is the interesting, relevant statistic. California is actually pretty high here too; it has more gun deaths per capita than Texas, though gun ownership rates are far lower in CA. Anyone know why? My best guess is that the gun ownership rates rely on legal sales, but gun homicide rates don't. So California, because of strict rules, has proportionately more illegal guns (perhaps purchased in lax states, like Texas).