This is just my opinion, but I believe that a lot depends on the circumstances surrounding the person's suicide. For instance, I do think some have regrets and remain earthbound. However, as Trinity said of her brother, some people have been through such awful things on this plane of existance that it is a relief for them and their spirits are able to move on.
I've lived in three houses that I considered to be haunted -- others with paranormal occurances periodically. Of those three houses, one was severely haunted -- in the backyard, a man years earlier had committed suicide. We had a lot of what could be described as poltergeist activity as well as "normal" haunting activity. It was absolutely the most active place I've ever seen. The ghost was not frightening to the family members who were used to the goings on, but he alarmed more than a few visitors. I've always felt there were multiple entities in that particular house. The huge oak tree in the backyard was where the suicide victim hung himself -- my little dog would dance around that tree playfully, just like she was interacting with a person who was playing with her. There was also a feeling of discomfort and sadness in that area. It was an interesting house, and I always hoped that the poor soul trapped there eventually finds peace.