In your opinion, why is the Council of Europe so dead-set against the death penalty?

I think it probably has much to do with the abuse of the death penalty by authoritarian, Fascist, Nazi, and Communist dictatorships in recent European history, and is thus an overreaction that carries over a rational concern about abuse by the state in the bad old days into a democratic era when juries and other safeguards against government abuse are in place. It is thus irrational now and should be modified. By contrast, the United States has never had a dictatorship sweeping its enemies from the streets into gulags and death camps. We know the death penalty is a personal punishment for personal crimes, not an instrument of state oppression used against enemies of a particular dictator or regime.
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There is also the difference between the collectivist and individualist mindsets. Part of individualism is being held personally accountable for one's actions. In a collectivist mindset, one is only the product of social forces, and so is not really fully accountable, and thus shouldn't be severely and individually punished for what others contributed to.
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I imagine, but do not know, that Europe's crime rates since the end of capital punishment in each country have risen, for many categories of crime. The death penalty has proved salutary in diminishing crime in general in the United States, presumably because many criminals understand that embarking on a life of crime is setting out on a road that could lead to The Last Mile, as one steps up from petty crime and petty punishments to hard crime and hard time, to capital crime and capital punishment.
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During the Supreme Court-mandated moratorium [on capital punishment], crime rates rose gradually to oppressive levels. After the restoration of capital-punishment laws, they dropped. In some places, like New York State, they dropped like a stone. But after several years went by and nobody had in fact been executed, the criminal class got the message: it's a sham. So crime rates have risen again. Many prosecutors refuse to pursue capital offenses as capital cases, violating their oath of office. And the endless appeals that mean that it is rare that anyone can be executed in less than 14 years or so after conviction have also produced a credibility problem with capital punishment here, except in a few places, like Texas and Florida, where the threat seems real. In New Jersey, we haven't had an execution within memory, and now the Legislature is thinking about abolishing capital punishment — even as we have massive gang violence in our inner cities! Wikipedia says, "No one has been executed by the state of New Jersey since 1963, although a statute reinstating capital punishment for murder has been in force since 1982."
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Inasmuch as studies have showed (or shown, if you prefer) that a tiny fraction of hardened criminals are responsible for the bulk of murders and other grave crimes, a small number of executions would do outsize service to society. But it's not "nice" to kill, even criminals. Timid people are terrified of making a mistake, and are unwilling to admit that there are many cases in which there isn't the tiniest doubt as to the guilt of a killer — for instance, the crime is captured on video camera and witnessed by dozens of people, some of whom knew the killer personally before the crime; and circumstantial/physical evidence is overwhelming: fingerprints on the gun, powderburns on the skin and clothing; a confession on video; and on, and on. Even if one could make a case for caution when there is any significant possibility of error, there can be no moral case against execution when there is no possibility of error and no conceivable justification for the crime. Remorse is nothing; you don't have to feel remorse if you don't commit the crime. Cheers.

- posted by L. Craig Schoonmaker @ 4:55 PM