I am not sure that a life sentence is any more expensive than the endless appeals of death sentences. How is life, with no parole different from a death penalty when it takes 40 years to be executed for a crime? I do think the wheels of justice grind too slowly on death penalty sentences, that is not always a bad thing.
That said, I support death sentences for many crimes. I support them for sex crimes, rape, or pedophiles. Treason should be punishable by death. I support executing most murderers. I might also support the death penalty for crimes such as importing narcotics, human trafficking, and similar crimes; but I also believe there should be a higher level of proof of guilt; not beyond reasonable doubt, but beyond ALL doubt to consider the death penalty. Given DNA and the advanced forensic procedures available to the prosecution that should not be too high a hurdle.
Because of all the appeals that are involved in a death penalty case, it is actually cheaper financially to impose a life without parole sentence than it is to go through the death penalty appeal process. However, financial cost shouldn’t be the deciding factor. Some people just deserve it regardless of the cost. One way to lessen the cost is to prohibit endless appeals, motions, pleadings, etc.