Axel's death is a pretty memorable one...he went with a blast, man.
I was all like nooooooo!!! you frikkin' ass don't you go die on me, Sora can figure this out!
...the whole battle made me feel bad for him, just look at him, he was all exhausted, I think because he ran into Saix (when Saix came at the HB scene, he was all like Fck it, and then he hastily teleported away...I think Saix got him kinda bad)
Saix' death was pretty sad, too, but when I think about it that it might've been his fault that Axel died, I can't be all that sorry...he should've been on Ax's side methinks.
When DiZ-Ansem died, I could help shouting 'KABOOM!!'....I'm such a jerk -_-'
Demyx' death made me feel kinda torn between snickering and wailing...weird combination.