The director in Elfen Lied and his daughter. And of course Misuzu in Air TV.

I think goodies dieing in series is good, if only bad guys die it sucks, it may be sad but it keeps us interested and on our toes most of the time if its done well

some times though it can be stupid and wtf like in death note XD
but other times can really push the story forwardlike you know who in the d gray man manga T_T

FMA - Hughes, Envy
Death Note, i like it! huahahha!

this will be a spoiler for Fuyu no Semi and Fma and Nabari no Ou and Kyou Kara Maou, so please don´t read the following message if you don´t want to be spoiled...

Nabari no Ou- Yoite and Raiko... I mean really? this one was really hard on me. First Raiko and then Yoite... I cried a lot.
Fuyu no Semi- Akizuki and Touma- I think it was a good ending, that they both they, but still... I couldn´t stop crying. Really sad.
Kyou Kara Maou- Wolfram- I swear my heart stopped with him, fortunately they got him back, so he survived, but these few minutes while he was dead were torturing for me.
FMA- Hughes and Nina. come on.... why?????????????? why do they have to do this to me?????????

Code Geass: Lelouch Lamperouge
FMA:Hughes, Ed
Death Note: L. Lawliet

Oh... Well... I have to say Hughes or Nina...

Oh jeez, there are many.

xxxHolic/TRC: YUUKO ICHIHARA OMGWTF WHY CLAMP WHYYYYYYYY TT_TT

ahem.

Death Note: L and Mello
Naruto: Itachi, Deidara, Sasori
Code Geass: Euphemia
Inuyasha: Kagura and Byakuya
Bleach: Ulquiorra
Kekkaishi: Gen Shishio

Legend of Galactic Heroes. Naming who died is kind of pointless because if you watch it there is a high chance your favourite character will die. This is pleasingly balanced by the fact that the character you most hate will most likely die as well and often in a far less dignified way.

Though they weren't my absolute favorite characters, the deaths of Nagisa and Ushio in Clannad After Story were so very sad TT___TT

When the second Greed died! I cried when I read it in the manga, but it was so perfect for his character. He died happy, and it was satisfying

FMA: Hughes, Nina, Envy, Greed
Death Note: L... The whole series went downhill after that

FMA: Maes Hughes
Hero Tales: Housei (The most depressing for me!)
One Piece: Ace

gurren lagann: kamina(just... no. why TT.TT???) and kitan(he was cool too...)
fma: hughes(why TT.TT....)
gundam 00(movie- awakening of the trailblazer): graham acher(no! you dont kill the awesome poetic fighter/masked man!)

so many... but that's all i can think of for now