For me it's a tie between Misa Amane from Death Note and Tia Harribel from Bleach. Why Misa, she was my favorite from Death Note, my second favorite L also died. I was glad when Light died though, douche. I was also sad when Tia died, hate Aizen.
Misa Misa died AFTER the series was over... >_> If it wasn't for How To Read we wouldn't of even known she died exactly when she did.
Besides, we could assume she did the deal twice so of course her lifespan would be shortened.
Nagisa AND Ushio in Clannad. I cried and punched a wall in anger. I was so sad when they died I couldn't stand it. I am glad it all worked out in the end. Right behind that would be Hughes from FMA, KAMINA form Gurren Lagann, and... I can't think of another one ATM.
Uchiha Itachi - well when i was still a Naruto fan
Sanada Yuuki from Half & Half(oneshot manga)
Romeo and Juliet from Romeo x Juliet
Larry and Snow White from Snow in the Dark manga
Toshio Anazawa from Love Letter(Seo Kouji)
Going Merry from One Piece - I know it's not a person, but it's just so sad.
Road Kamelot from D.Gray-Man manga.
too many since they are my favorites from those manga/anime. and their loss is just...
Please put that in a spoiler...I am only on the 3rd volume of Impel down and didn't know that yes...
Edward from FMA anime (even though I like the manga/Brotherhood more)
Spike Spiegal from Cowboy Bebop, though he is not confirmed dead and it's possible that he's not because the creator actually said "I don't know".
Goku, Gohan, and General Tao from Dragon Ball/Z
Kamina from Gurren Lagann (without him the characters without personalities try to grow them and it's just painful)