the interesting point on the beheadings - is that the terrorist group
behind them have correctly surmised that to the Western mind the act of beheading is inherently revolting, its somehow not right to separate the head from the body after death, and thus carries more shock and propaganda value, (although why should it be any worse than getting shot)
They are experts at using the internet and the media at getting world attention focussed on them. It gets noticed a lot more than just shooting someone.

Of course someone like Saddam would have found out which prisoners
they want released from Abu Graib in exchange and send their heads over.
In the early 80s when there was spate of kidnappings in lebanon
a couple of russian diplomats were kidnapped. One was killed during the kidnapping. The spetznaz (russian special service) guys found out which gang was responsible and sent a courier with one of their heads over. The diplomat was released and afterwards they steered clear of the Russians.