When I've captured my adversary and he says, "Look, before you kill me, will you at least tell me what this is all about?" I'll say, "No." and shoot him. No, on second thought I'll shoot him then say "No."
Pairing quite nicely with tips 4 and 6, which remind you that both shooting is not too good for your enemies and not to gloat over their predicaments, this also protects you from a common pitfall potential overlords fall into all too commonly.
The hero is not required to understand your plans, ambitions, or desires before they die. The longer you wait to kill the enemy, the more likely some lieutenant of yours will defect and attack you, or their sidekicks will bust in, or their animal companion will jump in your face, or they will find something to throw at you and then tackle you, or you will receive an urgent message that distracts you, or...
I could go on. Suffice to say, the sooner the hero is dead, the better things are for you. Minimizing risk to yourself is almost always a good thing.
Ok but what if I have him tied to a conveyor belt that's slowly inching him towards a spinning blade? There's no way he'd be able to get out of that, I'm sure it's safe.