I have the most biggest crush for Sarah and, like you, I'm impressed by her ability to portray depressed women. She's just so realistic, she's incredibly perfect.
About the death wish thingy I agree with you, but I want to express myself better: if living as Slayer means an endless fight, the secret wish would be to cease to fight, to find peace. Giving up on battling everytime and find some space to rest. Except that this, for a Slayer, means death because a Slayer must be always prepared (Kendra!).
I think that Buffy can embrace fighting and resting only in Season Seven, when she understand how it's done living, basically.
I have also experience with this kind of unpleasant stuff and I can tell that, for me, the hardest thing is trying to be a balanced person, knowing when I need to fight with all my energy and knowing when I need to rest and have faith in the people beside me. It's really the hardest thing and maybe I'm projecting my issues on Buffy, but I feel that she also find it very hard.