Jedi seem to have no problem killing Sith, all throughout Star Wars history, despite the fact that they generally don't like to kill. I think there are several reasons for this:
1. Sith are powerful. If you could capture one, I'm sure he/she would be able to escape and/or cause plenty of problems even without escaping. Sometimes it simply saves more lives than it ends when you kill a Sith.
2. Sith don't usually give up. Often the Jedi involved in a battle with a Sith would be willing to capture the Sith, but the Sith won't stop, forcing the Jedi to defend him/herself until it's too late for the Sith.
3. It's personal. Jedi aren't perfect, and Sith have killed many Jedi throughout Star Wars history. There are thousands of years of bad blood between them. Then of course, you also get the Jedi who have a personal grudge against one individual Sith, Like Obi-Wan and Darth Maul.
When Mace Windu decided to kill Palpatine, given what he said at the time, I would say his reason was the first one I listed: Palpatine was very powerful, and so very dangerous. Also, I'm sure he was hoping that Palpatine's death would bring a quick end to the Clone Wars.