Nitrous oxide, aka. NO2 or Laughing gas, would let the bastards go out laughing their asses off. Then there would be no debate about the cruelty of the death penalty method.
Actually, it doesn't make you laugh, but you space out a bit. If you want to try it, just buy a can of whipped cream at your local supermarket. DO NOT shake the can. Hold it the can upright, stick it in your mouth, press on the dispenser thing, and inhale. DO NOT exhale immediately. The effects will last about 30 seconds, during which you will have all sorts of dreamy thoughts about how huge the universe is.
If a death penalty candidate is given a steady flow of this, he will be asphyxiate, because he will be some deep in his dreams, that he will forget to breathe.