In Episode 37/Chapter 106, Light wants to kill Near. But what was his plan? Why did he want to kill Near? Was this because he was angry and wanted to kill the one who was responsible for his capture?
By that point in time, Light wanted to kill anyone who threatened or insulted him (though he would not really want to admit the latter one). His ego and desensitization had risen to the point that he did not not really care who he killed. Near claimed to be L's true heir and the one who could bring Kira (as known as L now and also known as Light) down. Of course he wanted to kill him.
I don't even think any other idea at that point would serious entertain his mind even if he bothered to come up with it. He was more inthralled with his godhood than even the battle anymore.
Note: I don't think it mattered that at episode 37 (the last episode) that even after killing Near, he would still be captured. He wanted to kill Near because he insulted/threatened him. If he could avoid capture, though, he would have probably done that planning on killing him later.