This is war, and in all wars... Not everyone has to die! Perhaps building a jail or stockades to hold enemy prisoners:
ransom: allows you to capture enemy units, and upon delivery of payment... To be returned to the enemy player
Jail break: if you are hold inning enemy units, they have to opportunity to reclaim your victims by brute force, if they dare.
Execution: for that player you just want to spite, execute his unit and send his head back to him to antagonize him
or execution if you are afraid that the player is planning to jail break his units and is capable of doing so.
Impressment: over a period of time, the enemy prisoner will break his resolve from waiting to be rescued and will join your army.
This will add an interesting dynamic to PvP, and drive motivation for players to continue interaction long after the battle is over. This will also add an alternative to wasting high level units and shed some hope of seeing your units who failed in battle again.