Answer:
There are many pros to the death penalty. Some claim that there is a deterrent effect on potential murderers, although there is a lot of debate about this and just about every other argument for or against capital punishment. Another is the idea of incapacitation. If a criminal is executed there is no way for them to commit another murder. Incapacitation offers a level of certainty of this that life imprisonment without parole (LWOP) simply can't match. Even a criminal with LWOP never manages to escape, they could murder other inmates, prison guards, lawyers, or anyone else they have contact with inside of the prison. Another argument is the added benefit of closure for that families of victims, although this can certainly be used as a con as well (i.e. families of non death penalty murder cases). On wikipedia the Capital Punishment Debate page has good information on some of the arguments including the retribution argument.