Well, let's see...
I, too, loved [spoiler]Wolfwood and Legato's[/spoiler] death scenes. I was crying by the time I finished episode 24...It's such a contrast...[spoiler]Wolfwood[/spoiler] finally realizes himself before he dies, and [spoiler]Legato[/spoiler] accepts the fact that he was only made to torture Vash.
[spoiler]Spike's[/spoiler] scene was very, very pretty, and so unexpected that it really hit you hard. Rocco's death was pretty suprising, and it was one of the things that made me watch more Cowboy Bebop. Just the fact that they would do that made me more interested in the series.
[spoiler]Asuka's[/spoiler] in EoE(and she DID die, whoever has something against this can IM me and I'll explain why) also really hit me. [spoiler]Kaworu's was really touching, and Misato's[/spoiler] in EoE made me cry too(I tend to cry over anime a lot). Gendo's 'death' in EoE was very amusing, but it also made me like Gendo a lot more than I had before.