The death that shook me the most was Crabbe's. I've always had a soft spot for Draco and his friends, and I think that his, Goyle, and Draco's friendship was, in a way, as beautiful as Harry, Ron, and Hermione's.
I'd have to say Sirius. I sobbed when he died. He was the only family Harry had left ;( Snape's death was extremely sad though. I hated him when I was reading the books and by the end of the last one I was all "I'm so sorry, Snape! I don't hate you!" xD