A few quick things:
1) They're going to have a hard time trying him in Iraq. The courts there are in shambles, and there are a lot of people who are ging to try and free him...big safety issues!
2) Of course Saddam didn't fight 'till the end...it wasn't expected of him. He was their president...would anyone out there seriously expect George W. Bush to pick up a gun and actually go to war? He's too valuable working from the sidelines. Saddam, like him or not, was too important leading (even from hiding) the cause... running away to live to fight another day. For him to strap on an M16 and shoot it is a ludicrous idea. That's what his army and guards are for.
3) Suicide? Nah...he still has chances to get free. His 'mighty army' will try and try again, and it'll be tough keeping him in jail no matter where they bring him.
4) Trial in the USA? Don't think so...there's no legal recourse for the USA. Although he's a 'terrorist', he didn't actually do anything against the USA. The best is a mulilateral tribunal, prescided over by the UN.
5) The borders were pretty damn closed for him to get out. He may not even have been trying to get out, but more willing to try and re-build his forces from the inside.
6) Assasination? - now that's a real issue. There are a lot of people who want him dead.
7) I'm glad that they caught him alive, with no killing or wounds. Having him in jail, and being treated humanely will do more for the view of the West from the muslim countries than dozens of years of the best PR around. You can't buy this level of visibility. If the USA plays it's cards right, then all of the Middle-Eaast will not only know that they play for keeps, but that they respect Mulslim's enough to give even their worst enemies a legal and respectful trial.