Come in peace is correct. There is no 'come with peace'.
Come in peace意思是‘没有敵意’
Peace一般指和平, Come in peace直譯是'帶着和平來',中文很少這樣說,‘没有敵意’是更好的翻譯.
2009-08-26 22:37:28 補充:
Seriously, there is no 'come with peace'. 'Come with' is an informal way of saying accompanying, but peace is not a person and no one can accompany a non-person.
2009-08-26 22:38:08 補充:
Here's the reference:
http://dictionary.reference.com/browse/come+with