I attended presentation of the book The Ghost of Freedom on the history of the Caucasus, written by Charles King http://www.amazon.com/gp/reader/0195177754/ref=sib_dp_pt/102-6274581-6676959#reader-link
Russian Empire advancing on the Caucasus fought North Caucasians in XIX century for years. The two main fronts were the Circassian front in the North West and Dagestani-Chechen in the North East. When after a long period they finally captured the head of the North East resistance Imam Shamil (who was an ethnic Avar, one of the prinicipal Dagestani nationalities) they sent him into an exile to Russian town of Kaluga in 1859, by Russian standards not too far from Moscow. Shamil was kept in honorable conditions and was allowed even to relocate to Kyiv in Ukraine and make the hajj to Mecca where he eventually died.
In comparison with that Chechen separatist government leader Dzhokhar Dudaev was killed by Russians in 1996, next Chechen leader Aslan Maskhadov was killed in 2005, smaller scale figures that claimed to be heads of Chechen separatist movement were subsequently killed by Russians as well.
Charles King, the author of the book during his presentation suggested that XIX century war was more brutal, than the wars in Chechnya in XX-XXI centuries. I linked up then the way that leader of Caucasian independence Shamil ended up and how much more modern days’ Chechen leaders ended up with this notion. Taking into consideration the fact that Shamil was much more alien to the Russians and Russian culture, than Dudaev and Makhadov (both of them were soviet army officers, Dudaev had a Russian wife), the difference is especially striking.
I don’t know why they ended up so differently, but I can make several suggestions:
a) Russian Empire in XIX century was much more confident of the being able to retain control over the region than Russian Federation
b) Russian Empire tried in this way not to exasperate North Caucasians by executing Shamil, whereas Russians of these days rely on killing off any potential alternative voice, which may be attributed to the consequences of the Soviet totalitarian rule.
c) Shamil was of much higher rank, than Chechen leaders and so Russians thought it was fairly safe just to kill the Chechen leaders in order to avoid further complications.