Masane Amahara from witchblade, First anime death I experienced. T^T Also KAMINA AND NIA FROM GURREN LAGANN!!! So emotional when they died.
That was my emotional side talking, well I'll just put everyone in a list to make it easier: Masane Amahara(Witchblade), Kamina and Nia(Gurren Lagann), Lelouch(Code Geass), Raoh(Hokuto no Ken), Uzume(Sekirei), the entire main cast of Mahou Shoujo Madoka Magica(because their all technically dead) and thats all I can think about of the top of my brain atm.
first one that comes to mind is lockon from double O, and kaji from evangelion, he was a side character yes but i think he was fraking awesome. the one that bugs me the most is lelouch, but it only bugs me cause they leave it up in the air on wither or not hes actually dead, it makes me want to believe hes alive
Teresa from Claymore
L from Death Note
Starrk from Bleach (I actually liked this guy and somewhat expected him to change sides >.>)
@anyone who mentioned Lelouche's death:
I didn't mind Lelouche's death because I thought it was magnificently orchestrated AND there are many rumors where they say he didn't actually die since he took Charles' code ^-^.
* Spoiler Alert* Ichimaru Gin from bleach, pretty much every one from wolfs rain, Minato Namakazi, Kushina, Jariya, konan, and Itachi from Naruto. those are my favorite characters that died <=*
Kamina from Gurren Lagann, the entire main group from Wolfs Rain, Hughes, Lust, and Greed from FMA (come on who doesnt love them? ;D), Jiraya from Naruto (why?!? We all loved him!!), and Nyu from Elfen Lied (went out with a bang...or....gunshots... o.o)