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According to the Seventh and Twelfth Doctor, mercy was a word which should not exist in a Dalek's vocabulary. (COMIC: Nemesis of the Daleks, TV: The Witch's Familiar)
The Tenth Doctor once said to Brother Lasser "I used to be young. So full of mercy. You get one warning; that was it." (TV: School Reunion) The Eleventh Doctor had once reached his wits end with people always dying because he showed mercy to his enemies; almost ended a conflict early by trying to hand a criminal over to his victim for revenge. (TV: A Town Called Mercy)
Facing River Song, a Stone Dalek cited its records of the Doctor's associates which indicated that she would show mercy. However, once River Song revealed her identity, the Stone Dalek repeatedly begged, at her command, for mercy before it died. (TV: The Big Bang)
During the Last Great Time War, both the Daleks and the Time Lords were generally thought to have no mercy for those caught in the crossfire. (AUDIO: The Famished Lands)
When Davros was dying in the Dalek City, he claimed to the Twelfth Doctor that the Daleks allowed him to "vampire" off of them out of mercy for their creator, something that Davros thought of as a design flaw. When Missy later attempted to trick the Twelfth Doctor into killing Clara Oswald when she was within a Dalek casing, Clara's pleas for her life caused the casing to say "mercy", confusing the Doctor enough to stand down and direct Clara on how to open the casing. After escaping the Dalek City, the Doctor realised that a tiny bit of mercy did exist in the Daleks and went back to save a young Davros during the Thousand Year War, telling him of the importance of mercy. (TV: The Witch's Familiar) Aware of these events, the Time Lords believed that the Doctor had been unsuccessful in instilling any mercy in the Daleks or at least not enough for them to take advantage of. (PROSE: Dalek Combat Training Manual)
Alex Hopkins killed his Torchwood Three teammates out of mercy, as he had seen a vision of the 21st century and knew they wouldn't be able to face what was coming. (TV: Fragments)