I think a lot has to do with personal circumstances, and people should not judge to quickly. I spent an ourrageous ammount of money to have a vet make a housecall to euthanize a cat, because the cat was terrified of vetrinarians and I wanted to make it as easy as possible. I paid an equally redicious ammount to have him cremated, because I didn't have anywhere to bury him. I was living somewhere were shooting him was not an option? If I lived in the country? Well, perhaps. I would have thought about it if the alternative would have been to take him to the vet, which he hated and was so very, very frightened of. It would have been an issue of whether I could bring myself to do it, really.
I had a rat euthed once too . . . and my mother asked me why I didn't just break her neck. I answered honestly: I didn't know if I could kill her on the first try and didn't want to hurt her finding out. That and I couldn't bring myself to . . . she was such a trusting little thing. So I spent several HOURS on the phone trying to find a vet that was willing to see a rat at all, and put one down for less than it would cost to put down a dog (I have discovered that compassion is not necessiarly a trait of vets).
I think a lot of it has to do with the circumstances and the personal strength of the person involved. I think lethal injection is generally preferable, but not in all cases, and for some people, the cost is prohibitive, especially these days, will all those extra obligatory "services." Not to mention vets that simply will not put an animal down without having "tried everything." That was one problem I had with Urchin, the rat. Those who woudl see an "exotic" (a rat is exotic?) and would do the deed for less than the cost of a dog, insisted on a "full exam." I remember this conversation "Look, lady, this is a 3 year old rat. She's had a stroke. She's in pain. I just want her to stop suffering. I KNOW there's nothing you can do for a three year old rat, who has been blind for a year, who had nurological problems before her stroke." Response "We need to make sure you aren't just tired of her." My response "click." Thank god I found an "old-fashioned" vet on the next call . . .