I only use finishing moves on trolls.
Like in Redguard where you had to finish them off with a torch or they'd come back to life? That could make things more interesting, and it would make sense if they were ice trolls.
Also, yes to special stealth attacks. Skip the voice though; you'd have your assassin sneak up on an enemy leader, carefully raise their dagger, then shout "FINISH HIM!" and everyone in the room draws weapons and a melee breaks out. That'd be as stealthy as a... Dark Brotherhood member (the Tribunal kind).