Honestly, I say give them as much heroin as they could possibly want, and all the supplies. (It can be smoked, you don't have to shoot up). Give them an hour with, like, a PlayStation and other fun shit. Let them get as high as they like, with enough warning that if they wanna nod out they can. At the one hour mark, take them away and put them in the guillotine.

The most humane execution. The biggest downside is that sounds like a better way to go than suicide so you might have extremely depressed people doing awful crimes just so they can go out The Fun Way:P