What is the purpose of a penalty? Isn't it to deter, and punish? Does the death penalty serve this purpose? No. Therefore I am against it. Especially in McVeigh's case, as I will explain.
First of all, how silly is it to get mad at McVeigh for killing people and then to respond by saying, "Let's kill him!" If killing is wrong, killing is wrong. Period.
Secondly, does the death penalty deter? No, it does not. Crime rates seem unaffected by the use of, or lack of, the death penalty. Why should it deter? What criminal, in the heat of the moment, is thinking of future consequences? It is mental aberration to try to kill someone, so why would we expect rational thought to be going through their mind at that time?
Thirdly, does the death penalty punish? Well, yes, but not as harshly as life in prison. Death is an out. Lack of freedom is life long. Besides, once deterrence is removed from the equation, and all you are left with is punishment, you really are talking about revenge, pure and simple. "Hey, he killed those people!" "Oh yeah, we'll let's kill him!!" Revenge. That realization that death penalty is purely a revenge motive doesn't mean I don't understand that motive from the families of the victims. I would hate the guy too in such a case. But I wouldn't want to kill him. That would just put me on his level. Settling matters with force. This is the 21st-century, and we are above settling personal matters with force.
Fourthly, in McVeigh's case, killing him is exactly what he wants. Oh sure, no one really wants to die, but in the abstract this is his goal. He will have made his point the moment he is killed by the U.S. government! People who think the way he does will get the message, that the U.S. government is out to kill any who don't meekly go along with the program. They are wackos, but that's the point. You play right into their hands by engaging in this vengeance. A martyr is born.
You want to punish McVeigh? Lock him away so he can see, year by year, decade by decade, the failure of his revolution. Nothing will dishearten him more than that.
Finally, for all I disagree with McVeigh, I can look at the situation in the abstract and say that he views himself as a revolutionary and revolutions results in innocent deaths. We applaud the American revolution because we agree with the end results. The British weren't so enthusiastic with the results, and view the revolutionaries as traitors. (The native Americans had an even worse view of the results)
So today, McVeigh is viewed as a revolutionary by those who follow the same idealogy, and a traitor by the rest of us. Nothing new about that, it's the nature of revolution. We just happen to disagree with this particular revolution, that's all. Changes our entire viewpoint.