This is how I DM:

Only award roleplaying experience.
Introduce long term and permanent wounds.
Take away all magical and fast healing.
New PCs start at square one.
All obstacles you throw at them can be solved without violence.
If you are a murder hobo then bounty hunters will hunt you down and find you, and they will attack when you're alone and unprepared, they won't show mercy.

The answer to the question of killer PC is killer DM.


Also, you should talk with the players about what the game is about. What they should expect from you and what you should expect from them. You always explain the rules and the goal of any game before it begins.