Capital punishment for criminals who want to die anyway...thoughts on this?

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This bothers me..."capital punishment" implies the worst punishment possible, correct? I am not saying that I am for or against it; I think it should be given as a punishment on a case-by-case basis, or not at all...but what about the people that embrace death and believe that they will be honored in the afterlife? Is it really a punishment to put to death those who would voluntarily put themselves to death? It is extremely costly to enforce the death penalty versus life in prison, and life in prison would surely be more of a punishment than death for those who seek martyrdom in the afterlife, such as the terrorists involved in the 9/11 attacks, and Saddam Hussein. What are other people's thoughts on this? How do you punish people for whom capital punishment is anything but?