You've never heard of this?
An example:
http://law.jrank.org/pages/5002/Capital-Punishment-COSTS-CAPITAL-PUNISHMENT.html
Now, it isn't always easy to measure the cost, but this place has some quoted studies on the Con side (with little on the other):
http://deathpenalty.procon.org/view.answers.php?questionID=001000
Capital Case trials are more expensive and have more legal hurdles to go through, all at the expense of the Public (who almost always have to foot the bill for the defense too). Even then, there are still incidents where innocents get off at the last moment, and ones where innocents get executed, so all the safety measures in place still are insufficient.