Dragon Ball Z.
Vegeta.
Sacrifices himself for the greater good, proving once and for all that he really has become one of the good guys.
… But not before hugging his son for the first time, and saying how proud he is to be his father.
For a series that goes into complete overkill with bringing characters back from the dead, DBZ somehow makes Majin Vegeta's death one of the most emotional parts of the series. Best. Character development. Ever.
As for other anime/manga deaths, we all know what happens in the Death Note anime. When L dies, your first reaction is, "What?" Then, "Wait, no. That can't-" And then, "HOLY FFF-"… Whether you're rooting for L or Light, it's the same. The fact that Light was able to pull it off at all is mindblowing, and then you're left with nothing but the gaping black hole where their genius, ever-suspsenseful battle-of-wits used to be. And in the end, Light himself dies, which–despite my complete lack of giving-a-care for the rest of the anime after L is gone–is one of my favorite parts because WHOA that just happened and it just makes you stop and gape in wonder.
Gaara, Itachi, Jiraiya, Minato, Kakashi (during the fight with Pein–it still counts), and pretty much every major villain… Mostly Itachi, though. Gaaaah that part was good. And sad. Likewise, Jiraiya's death almost made me cry despite me not even liking him all that much before that arc… Bah. So many characters die tragically/beautifully in Naruto that I wouldn't know where to start so I just won't even go there. XD
Also, all the stuff that happens at the end of No. 6, if that counts as "death". Waah~ so good but so emotional~. But it turns out okay!… sorta…
Can't think of any more right now, but these are what I can think of from my favorite series, at least. =P
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