Giving warriors clean deaths is almost a Good act, after all
Ahh, here we come down to the fundamental problems of the D&D cut and dry alignment system itself: interpretation. Since this topic has been discussed to the point of undeath since the mid 70's, I won't bother repeating it yet again.
All I will say is to develope the personality first, then assign an alignment that is the closest match. Due to D&D's inhierent dependance on alignment, its easy to fall back on 'alignment cliche's' when determining the actions of an NPC (or for some players, their own PC). Instead, define for the individual what their moral stance is for a given situation and their reactions using terms outside of the nine alignments. If it contradicts what the rule books say about a particular alignment's behavior, then assign that individual a three part alignment, the first two being the common or prominent alignment, and the second being that individual's tendencies in some situations. In this way, you could have a CE warlord who seeks the death and destruction of all (boring) or a CE(CG) warlord who seeks the death and destruction of his enemies but will not tolerate harm to children and women (hence the second art, a particular tendency in certain situations).
As for the coup de grace issue, define that (essentially being either murder or mercy killing depending on your own view) as a special case senario that may warrent its own type of tendency from a particular NPC if it crops up so often.
Granted, this type of complexity doesn't work for unintelligent beasts, but then, if they lack intelligence, they really shouldn't have much of an alignment to speak of anyhow.
[Edit]
Almost forgot.
As for the comment that Everyone should coup de grace if its tactically sound, that only holds true if every NPC is essentially a 2 dimensional character without personality, consisting more of stats and numbers than depth of thought, personal emotions, moral decision making, background, etc. Some NPCs may feel that a coup de grace is akin to murder, and quite different than a person slain in the midst of a fight. At the moment of a coup de grace, an individual is helpless. Most people with a conscience would feel that delivering that kind of killing blow would be a vile act of murder most heinous. Others may view it as a mercy killing, easing the suffering of a worthy opponent's last moments of life. Others, its simple battle tactics. And yet to others, its a chance to hold a living being completely within your dominance, being as God to that person by either giving life or taking it, reveling in the thrill of having that kind of control over someone. While still others my simpy leap at the chance to eviscerate someone and remove their still beating heart, most likely to then throw it ruthlessly at the fallen one's comrades.