If you're starting out with a live catfish, congratulations! You know your food will be fresh. There are many ways to put the little guy out of his misery before you begin, but pithing is sure to do the trick. Whacking him on the head will certainly stun the fish and probably kill him, but is more about preventing the human from feeling squeamish.
To pith your catfish, position the pointy part of a big knife directly above its brain and spinal cord, then quickly push down into the brain cavity. This is about as quick and painless as euthanasia gets.
This one would work... But if your cruel, you could try drowning them to kill them...
LOL.... couldn't resist XD
but yeah, i useually buy them, or smack them off a rock or something...