Support the death penalty?
It was the United States who killed Osama bin Laden. No other country did it. However they support his death since bin Laden committed a horrible atrocity known as 9/11. It's not the death penalty, it's justice.
It still is a death penality.
To go back on the question asked by Mattisse, I know that Saudi Arabia did not want to host OBL nor in prison, neither in a cemetery.
If were captured alive, he would have been the sacred cow. You would have had to place him in a very particular environment. Not only would that place have to be extremely secure, but you would have to find the right people to gard him. In the world, people either profoundly hated him or profoundly loved him: there aren't many shades of gray in his case.
If he would have been guarded by haters, they would have killed him or torture him (and by the same occasion, rendering him an even bigger martyr). On the contrary, with loving guards, if would have been liberated immediately. Plus, I'm pretty sure there are enough lovers of him out there ready to kamikaze themselves in order for him to escape.
Finally, I'll remind that a chance to surrender was given and , while starting to shoot, he supposedly said he preferred dying. It isn't the first time he refused surrendering. In fact, in a video dating back to 2003, he mentioned he would never allow himself to be captured alive.
Justice is done in a court of law by lawyers, judges and juries; not by Navy SEALS.
There aren't as yet enough facts to label this an assassination. Even if bin Laden was unarmed, you can't expect the soldiers there to have known that. And that's not taking into account the other people who were in the house with bin Laden.
To call this justice is absurd and offensive, in my opinion.