I guess they should only have executions if you 1. Are able to escape them. 2. Are also able to pay off your inumerable bounty to some thieves guild member or corrupt politician, or (corrupt...) member of the guard or something and 3. Make it so when you escape, there should be a carriage waiting for you, so that you can get (like where I read in a thread a while ago [about werewolves...]) to take you to a safe house, and either pay off your bounty, or change your identity because if you cant pay off your bounty you would be a dead man walking the moment you went outside...
Maybe having something that's always set up for you (like a carriage, or a couple companions to fight off the guards) if you're the Grandmaster of the Dark Brotherhood, or Thieves Guild. Otherwise I think you gotta do it by yourself, or maybe if you pay for something from one of the "underground" guilds beforehand.