Part of it probably has to do with the way I was raised, or maybe I am just soft, and I can't really bear the thought of people dying when they shouldn't.
It is simply a fact that the death penalty does not deter crime. It is rather the likelihood of being caught that deters people. If the punishment for murdering somebody in broad daylight with thousands of people watching is the same as murdering somebody out in the wilderness with nobody for hundreds of miles, what's to stop a person from murdering during the day? Simple truth, thousands of people watching? No way you'd get away with it (unless your name is George W. Bush).
Most of the people wind up on death row live dangerous lives. The death penalty is no deterrent if within their average day on the streets they might get killed.
Furthermore, it's hardly cheaper to go around executing people rather than maintaining them in prison for the rest of their days. The state of Georgia spent $3 billion in 2003 executing people. Just imagine what that could've been better spent on like health care and schools and public works.
But it's not just that...
I suppose I believe that the only life a person has the right to take is their own. Although I do believe as John Locke says, "That which attempts to destroy me, I have the right to destroy." Although certainly, even in instances where people are trying to kill you, if it can be averted by anything less than fatal force, I'd be most partial to it.
Not to mention we can hardly claim to be better than criminals when we kill them. The problem with death is that it's so permanent. You can't take it back once the DNA you scrape off the electric chair exonerates them. For me, incarceration, better yet, justice is not about punitive measures, but preventative measures--to deter both the criminal and others who might follow their example.