There are a lot of great weapons for an executioner to perform his or her job with, but the Guillotine Blade has to be the favorite.  Just pull the cord and let her fly. Quick, efficient, and allows for easy clean-up. Make sure your executioner minifig has their Executioner Hood on though. Not only does it prevent any splatter from getting on the face, it also makes your minifig look extremely terrifying. 

Check out all of BrickWarriors' custom LEGO executioner accessories here.