Time to Kill

We get it, it’s fun to toy with the hero, especially when you’ve maneuvered your army just right and taken advantage of his mistakes to capture him.
Enjoy yourself, but be careful. Whenever you’re not playing with the hero, keep him locked up securely. Keep his strength down, and most certainly don’t let his friends anywhere near him.
You can expect that he’ll play dirty. Most likely he’ll spit defiance at you when you visit him in his cell, and you can be sure that he’ll claim that his friends will rescue him. (Ideally, you’ll be able to say that you’ve captured them, too, but that’s another tip. . .)
When you’ve finally gotten bored of him, kill him.
Now, don’t try to be fancy here. Don’t travel anywhere, don’t have him fight your best guards or even your biggest dragon. And definitely don’t throw him into the pit with the human-eating monster. However impossible it seems, he will survive.
Our best advice to you is to kill him inside your fortress. In fact, don’t even take him out of his cell.
As for the actual execution – do it fast. We know it’s fun to torture him with a long, drawn-out ceremony, but the more time he has, the more likely he is to escape. Do something certain. Poisoned knives work well, if the poison works quickly. It’s safer to use a traditional sword or axe, though.
(Note: Don’t bring in an executioner from outside. Give the job to your most loyal guard, and even then, fill the nearest rooms and corridors with more guards. Better safe than sorry.)
Also, keep him chained. There is absolutely no reason to let him loose for his execution. Neither hands nor feet should be free. A gag would add a further measure of safety.
Finally, DO NOT GRANT ANY LAST WISHES.
We cannot stress this enough. No matter how harmless the request seems, it must be denied. Don’t get soft and sympathetic. Harden your heart for this.
This is your big moment, and you can’t let anything get in the way.