The trial's penalty phase is expected to last weeks.
Filings in the case since McCluskey was convicted Oct. 7 indicate much of the testimony could center on his psychological state. Family members of the victims are expected to be called to push for the death sentence.
McCluskey, 48, was convicted of murder, carjacking and other charges in the August 2010 deaths of Gary and Linda Haas of Tecumseh, Okla.
They were making their annual summer trek to Colorado when they crossed paths with McCluskey and two other fugitives seeking a better vehicle.
McCluskey was serving 15 years for attempted second-degree murder, aggravated assault and discharge of a firearm when he and two other prisoners escaped from a medium-security prison near Kingman, Ariz., in July 2010 with the help of his cousin and fiancee, Casslyn Welch.
One of the inmates was quickly captured after a shootout with authorities in Colorado, while McCluskey, Welch and inmate Tracy Province headed to New Mexico. Their escape and ensuing crimes sparked a nationwide manhunt and an Interpol alert.
Province and Welch pleaded guilty last year to charges of carjacking resulting in death, conspiracy, the use of a firearm during a violent crime and other charges.
They both fingered McCluskey as the triggerman.
Province went his own way after the killings and was caught in Wyoming seven days later. But Welch and McCluskey remained on the lam, drawing comparisons to the legendary Bonnie and Clyde.
The victims, who were high school sweethearts and recent retirees from General Motors, were making their 11th summer trip to Colorado when they were killed three days after the prison break that Welch testified was funded by a drug smuggling ring she and McCluskey ran for prison inmates.
The defense called no witnesses during the first phase of the trial and sought to save their client from the capital murder conviction by casting doubt on whether the killings were premeditated. They also tried to undermine the testimony of Welch and Province, saying they reached plea agreements to testify against McCluskey to save themselves from possible execution.