In terms of the coolest way to go, I would have to say Tellah, purely because sacrificing your life to cast the ultimate spell is (as many have said before me) quite epic.
In terms of which "death" was the most touching, I would have to say Palom and Porom because it was a very sad moment. I was thinking "NO, DON'T DO IT", then they did it and I cried on the inside.

if only Tellah could've cast meteo on Edward instead of Golbez.....