In what sense is death a penalty??
When you punish a kid by taking away her candy bar, it's not really chocolate deprivation that you have in mind. The child is probably going to be well fed either way, as you make sure she gets her full requirement of sugar from some other food. Rather, the essence of punishment in this case is the amount of time where the child is aware that pleasure could have been had but it was denied. This mental process will trigger -hopefully- a psychological reaction leading remorse. In other words, by denying the kid something she really wants, you are invoking in her an internal tribunal that might cause her to reevaluate her strategy and adjust her future behavior.
I'm not big on punishment or justice as grand principles. But I'm aware that most people are, and that is why we have an entirely penal system of justice where the only way we influence social behavior is by punishment (and never reward). Punishing a criminal by imprisonment works essentially the same was as kids and candy, except that the pleasure being denied is the pleasure of roaming free. In the case of life imprisonment, the goal is not to correct somebody's behavior -it doesn't matter how they behave since they'll die in prison- but rather to invoke that internal tribunal for as long as they live, so that they may feel remorse forever for what they did. The goal therefore is more that of getting even than that of shaping behavior.
Now to the death penalty. What is being denied here is life itself. But remember that -just like in the case of chocolate- the essence of punishment is not in the denial itself, but rather in the mental process triggered by that denial. Can you really say that you have denied somebody something, if they never lived to experience the absence of that thing? Expect for the moments leading to execution, the person in question doesn't actually get to experience that mental process leading to remorse. In effect, you can say that punishment never really happens.
It gets worse: If you polled people living out there today, you'll find that most of them believe death to be a transition rather than an end. Most people believe in life after death. What exactly happens after death is a matter on which there are a lot of fragmented beliefs but no popular consensus. And so, if we're going to hold popular belief to be true (a horribly flawed policy but that's another matter) then we're going to have to assume that life continues after death some way or another. If that's the case then the death penalty isn't denying a person anything at all, but rather simply speeding up an inevitable transition into the afterlife, where something unknown is going to take place.
If you adopt the opinion that there is no life after death, then things become simpler: Dead people do not exist, so that killing someone can only grant the shortest duration of punishment possible. Only the moment leading to death can be described as punishment. Just that one instant. The rest of it is no punishment because the person to be punished doesn't exist anymore! The state of non-existence, far from being considered a punishment, was considered by Buddhist philosophy to be the ultimate goal of all living things, the ultimate bliss. They called it Nirvana.
The truth of the matter is, the death penalty should better be called the death deterrent, as the best it might ever serve is to deter people from committing such crimes punishable by death. Still, even at that, I really doubt that death might serve as a better deterrent than life in prison as a punishment.
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