I don't think the death penalty is a good idea, but I also don't think opposing the death penalty is a necessary consequence of opposing, for instance, health care reform, since they involve completely different types of government systems.
I also think it's pretty well understood that conservatives tend to trust policemen, prosecutors, and juries even though they tend to distrust federal regulators. Policemen and prosecutors are generally employed and even elected on local levels and perform a well-defined job that has to be done, and juries are (ideally, if not in practice) a random sample of the people, while federal regulators are, in the conservative view, trying to do a job that the market would do much more effectively--as well as appointed at the federal level, which is a lot farther from your local DA in terms of accountability to the public.
I also think it's pretty well understood that conservatives tend to trust policemen, prosecutors, and juries even though they tend to distrust federal regulators. Policemen and prosecutors are generally employed and even elected on local levels and perform a well-defined job that has to be done, and juries are (ideally, if not in practice) a random sample of the people, while federal regulators are, in the conservative view, trying to do a job that the market would do much more effectively--as well as appointed at the federal level, which is a lot farther from your local DA in terms of accountability to the public.