How can I catch the Killer Rabbit of Caerbannog?
Although the other answers both work, I found it inconvenient to transport the rabbit to his cage after he was caught.
I ended up using a mine-cart to pick up my rabbit and transport him to his new home:
Leading my evil friend to his trap:
Got him!:
I then led tracks straight into his new home:
...and switched the tracks:
I finally closed off the cage where he sat quietly:
The Killer Rabbit of Caerbannog still is currently still in his cage, and I can roam about the world without worry. The killer rabbit is also worry free, as Holy Hand Grenades cannot breach his cell.
EDIT:
Apparently forming a secret alliance with passing creepers, the killer rabbit was trying to escape. Luckily I had been forewarned of this uttermost danger and had the time to up the security near his cell: