Never. I'm not against the old 'eye for an eye' adage, but killing somebody doesn't teach them any lesson. Keeping someone in jail for the rest of their life does. In addition, it costs (on average) more to kill a person in jail then it does to have them locked away for 50 years. Look it up. The crime is horrible, but the death penalty is not the right solution.
As a side note, torture, under certain conditions, may be appropriate.