To me, I was phased by Cedric's quite a bit. I think it was because it really was the first death of a "friendly" character we knew (I realize that B Crouch Sr. died earlier in the book, but we didn't witness that first hand). I felt upset at Cedric's death, but I think the one that just made me upset was Sirius's death. It was the most monumental death in the series, I believe because it was the first character we saw as a father figure die. When Dumbledore died, I feel like Harry was pissed, but maybe was a little jaded from the death of Sirius so that it didn't seem as bad? I feel the same for all the deaths in DH. Since Harry had already gone through the pain of losing Sirius, the others weren't as tragic.
However, we saw Fred's death from a difference perspective, and I will say that one was pretty upsetting ): But Lupin, Tonks, Mad-Eye, Colin, etc. ...they weren't dwelled upon.
Snape falls into the "dwelled upon category."
I would rank them in this order of how upset they made me:
1) Sirius
2) Snape
3) Dobby
4) Cedric
5) Hedwig
I really feel like these are the top 5 "people" who died that Harry really was upset about the deaths, therefore, I was too. Though I will say, Fred's was ridiculously tragic.