I know exactly how my family would feel if I were killed by a terrorist act, because we've had that discussion. They would want the killer(s) imprisoned for life without parole.
So, I don't have to wonder "how they'd vote," because I already know. And don't say they'd change their minds if it really happened. I know their hearts and souls, and you don't. They believe that the concept of "closure via execution" is a myth, and that the pain of my loss will be just as great either way. And, they believe strongly in punishment as opposed to vengeance.
And while the dollar costs of trying, convicting and imprisoning Tsarnaev will certainly be significant, everyone who has looked seriously at the costs of punishment knows that on a net basis it costs far more on average to execute someone than to imprison him for life. There still has to be a trial, and in death penalty cases the appeals are decades long (during which imprisonment must take place). There is some variation based on the lifespan of the prisoner, but overall execution costs more than imprisonment.
Finally, it's a federal beef, so the trial and all the attendant costs will be born by Washington, not Massachusetts. You said it yourself, "the US Attorney General" is making the decision about asking for the death penalty. He wouldn't be in a position to do that if it were a state matter. Plus, Massachusetts doesn't execute people. They banned the death penalty in state matters way back in 1984. Boston will do just fine; they've already shown tremendous spirit since the bombing, and they'll continue to be one of our showplace cities. The fact that you do not want to be there won't have much effect on that.