I'm not in favour of the death penalty. It is, as you say Stu, revenge.
The main thing is to keep such evil and dangerous people safely incarcerated in a very secure place so they can't commit any more offences.

Apparently, after serving many years in solitary confinement in various UK prisons, Brady managed to convince psychiatrists that he actually was insane, and after being diagnosed as a psychopath, was moved to Ashworth (high-security hospital for the criminally insane). After he decided he didn't like it there much, he admitted he had merely pretended to be insane, and begged to be sent to a Scottish prison so he could go on hunger strike and end his life. But the authorities refused to reconsider his diagnosis.

The death penalty in UK was abolished just months before his sentencing.