I would surely take the death penalty over life imprisonment. Unless I was sentenced in Canada here (a "life" term carries a maximum of 25 years before you can be paroled). Even then though, I don't think I could survive 25 years in prison and then have to return to the regular world again.
Prison is lonely, depressing, brutal, and dangerous, and I'm fairly certain I would get eaten alive in there. I would much rather be put to death than be locked in a cell like an animal, so tiny that you can't even fully stretch your arms out, living the same mundane, boring life every single day with intermittent periods of sheer terror and life threatening situations.
I can't think of too many things that would be more like hell...