Palpatine, Aayla Secura, Qui-Gon Jinn and Darth Vader's deaths I thought were the saddest. Also a shout out for Anakin Solo's death, definitely.
I have to rank Chewbacca's death the most saddening. I remember when reading Vector Prime and all the sub plots that went with his demise I actually got pretty choked up. The devastation is made more palpable by Han's cold reaction to his son.
I think that Yoda's death was the saddest because a lot of knowledge of the force was lost with his death. Vader's death was also sad since Luke had just gotten his father back and lost him again, but at the same time it was triumphant because Anakin redeemed himself.
I was really bummed and sad when Qui-Gon died. He was the best!
Anakin's death is by far the saddest--- he realises in the last moments of his life that he chose the wrong path. I always get teary!
shmi skywalker's death is quite tragic, but so is anakin's... it's tough to decide!
I can't quite decide who's death was the saddest, but the closest I can remember is that little Ewok in ROTJ.
Shmi's. Anakin's expression was enough to get me sad. Second would have to be Anakin/Darth Vader's.