Sorry. I have obviously been completely overlooking this element of the OP’s requirement all along.
The Coen Brothers-esque A Simple Plan, directed by a pre-Spiderman Sam Raimi and starring Bill Paxton, Billy Bob Thornton, and a fearsomely manipulative Bridget Fonda in what is probably her finest role as a Dakota housewife-turned-conspirator.
Stranger
Far be it for me to criticize the posts of someone from a state where they make such excellent barbecue. I humbly apologize. 
How about the fat cop at the end of “Die Hard”?
Forgot a few.
At the end of Dashiell Hammett’s “$106,000 Blood Money,” the Continental Op arranges for a shootout in which an extremely nasty criminal and a crooked detective both die. The Op is also up to his elbows in murder in Red Harvest.
Doc Savage normally doesn’t kill, but in The Munitions Master, he tampers with a villain’s device to kill thousands of criminals. It’s the only way to save the world from Carloff Tranov.
Hardly murder. Karl is pointing a Steyr AUG rifle at McClane when Al Powell shoots him. Totally justified, both morally and legally.
Lee ‘Apollo’ Adama basically shoots the bad guy in mid-sentence (the sentence being about how he won’t actually shoot) in a bad-ass moment in an otherwise terrible episode of Battlestar Galactica called “Black Market.” “Black Market” also had some awesome music, for fans of the soundtrack. Other that these two things, it might have been the most skippable episode of the series.
Final scene (pretty much) check.
Good guy killing bad guy in cold blood-check.
That’s true. And neither characters are lead, good or bad. But it does fit the “spirit” of the OP, who’s looking for (I think) characters who struggle with the idea of killing throughout the book/show/movie.
If you’re watching the TV show, you should know that no good guy has committed murder yet.
Uncle Toby kills the book he’s a character in. That’s gotta count for something. 
Sling Blade
Carl murders his mother and lover, then takes out an abusive boyfriend of the woman he is staying with.
As to Spenser, there’s a book - not sure which one, or if it’s one of those already mentioned - in which Spenser, Hawk and a Mass. State Police officer ambush some hoods who are pretty clearly not going to be stoppable any other way.
The movie Breaker Morant - a great courtroom drama, BTW, and one of my favorite movies - is all about finding, and maybe crossing, the line between legitimate military action and cold-blooded murder. Several of the “good guy” characters kill people, or cause people to die, under circumstances that could be seen as murder.
Pale Kings & Princes. The second appearance of Rita Fiore, and her last as a DA. I know this but I can’t remember my oxidation reduction from chemistry. It’s not quite an ambush, though. They allow the bad guys to think they’ll have just Spenser and Hawk to deal with rather than all three.
AMC just played King & Country (1964 film) this last weekend. It was the first time I had seen it. King & Country (1964) - IMDb
A British Army Private (Pvt. Hamp) goes AWOL, and is on trial for desertion. A Captain Hargreaves (played by Dirk Bogarde) is appointed to defend him.
Eventually, it becomes clear that the Private was suffering what we now call Post Combat Stress Disorder. The Captain becomes emotionally invested in this Privates fate. (He wants him found not guilty, in effect, for reasons of mental illness.)
Hamp is found guilty, and ordered executed (death by firing squad), a task assigned to his platoon mates. (Which sounds rather irregular and just plain “not smart” to me.) The platoon mates deliberately miss. Captain Hargreaves delivers the killing shot by sticking the muzzle of his revolver in Hamp’s mouth. (No gore shown, just the hammer falling.)
The final scene (right after the execution) is a voice over reading of the “Regrets Expressed” from the battalian C.O. to Hamp’s parents and wife, advising them of the death of their beloved one “in action”.
Kinda of a dark movie.
There are good guys in A Game Of Thrones ?! 
Just Hawk?
:rolleyes:
Lead characters who kill in utterly cold blood and yet remain loved/respected:
Maxim De Winter
Captain Ramius
There are a LOT of Spencer books that end up with Spencer and Co. killing the bad guys. But they always set it up in such a way that the bad guys tried to kill them first. Always. Usually someone comments that the only reason they’re doing it that way is because Spencer is so noble, he can’t do it otherwise, even though that makes it harder and more dangerous than all concerned.
The one occasion where they had to shoot a guy ‘just lying there,’ Spencer couldn’t do it. Hawk did it for him.
–
It was in that book when they had to go undercover. The guy was a pimp they’d just robbed, and if they didn’t kill him, he’d probably kill, or at least beat severely, a couple of hookers who’s apartment they’d taken over.
They were in some little town in Maine, not Boston. Joe Broz or Tony Marcus would have known to bring a lot more guys just for the two of them (and to realize there’s no point in killing either unless you kill both, and no point in killing Spenser unless you’re ready to deal with a pissed off Quirk, Belson, and Healy as well. Pointless escalation; best to negotiate.
It’s Spenser. With an s. Like the poet.
The books you’re referring are is Early Autumn and A Catskill Eagle, by the way. In the former the bad guys had committed the cardinal sin of threatening Susan, so I don’t think Hawk committed the murder for Spenser but for Susan; he loves her independently of his friendship with Spenser. In the latter they weren’t undercover yet, but you’re right otherwise.
Brad Pitt’s character in Se7en