There are problems with a norm that says killing foreign leaders is OK, but wedrifid's point also has merit.

For a start, paranoid leaders kill more of their own civilians than secure ones.

On the other hand, many conflicts have a self-perpetuating nature independent of the specific leaders involved. Assassinating Alexander the Great may very well have saved Persia from conquest, but assassinating FDR or Stalin would have been of little benefit to the Axis powers. Assassinating Hitler may or may not have helped the Allied powers, and I have no idea what effect assassinating Napoleon would have had. If an assassinated leader's successor simply continues their policies, then assassination does little good.

Also, an assassination was the trigger for World War I. :(