I try not to sin though even though I do
Doesn't your holy book say that no man is without sin? In your pride and hubris have you placed yourself above your fellow man, as his better rather than his equal? And when you finally trip up do you fall that much further? Is the realization that you are not special, but simply ordinary is too much for you to bear. Have you invested so much into your delusions of grandeur that the inevitable revelation of mediocrity leaves you spiraling into depression?
Sometimes I just want to kill myself because I sin so much and I'm constanstly failing God
This is a prime example of why religion does more harm than good. It seems to me that your religion hasn't done anything but harm to you, crushing what little self esteem you may have had and replacing it with a slavish devotion to a ideology that demands a level of perfection from you that it denies you even the possibility of attaining.
At times I even cry out to God to kill me
So you're living proof that "god" doesn't answer prayers. Contemplating suicide or praying for death because you think you might have offend your capricious and indifferent "god" makes you nothing more than slave, oblivious to the fact that the hand you hold is the hand that holds you down.
Do you really think that anyone, yourself included, could by any action inflict such grevious injury upon a supposedly all-powerful and all-knowing being that would require yours, or anyone elses, death to atone for the percieved injury?
I hate it with a burning passion
Hate what? Hate the fact that you're not special? That you as just as ordinary and flawed as those you wish to set yourself above? Or do you hate that you have tied your self worth to an inherently unobtainable and contradictory belief system that demands everything from you and in return gives you nothing but condemnation, guilt, and the sensation of having failed yet again.
Knowing that I'm cheating on my Heavenly Father with sin
I think you have a very seriously warped sense of both god and sin. Once again I must point out that your bible says quite plainly that no one, man, woman, or child is innocent or without sin. So why is it that you feel that you should be?
and finding pleasure in other things is the most shameful, hypocritical, embarassing thing I could ever do
If that were the case then why does the bible not count finding pleasure in one's life as a sin? If your every action that is not spent groveling at the feet of your "god" and proclaiming what a horrible evil person you are is a sin, then your "god" is neither loving nor benevolent, but instead malevolent, uncaring, spoiled brat who demands to be the center of everyones attention, demands to be doted upon day in and day out, praised for no reason whatsoever, and offering nothing in return. If that's your "god", then your "god" is not only unworthy of worship, but deserving of condemnation.