These are in no particular order!
Tellah
The one and only actual main character that stayed dead. He died exacting his revenge upon Golbez with Meteo. It killed him of course, and not Golbez. It was way too early in the game to end it there! How sad.
Yang
This was a little farther in the game. Apparently he knew what he was doing at some computer console thingie or whatever. Argh my memory is fuzzy. He locks you out of a computer room and it explodes. He turns up later being helped by fairies or some shiz. Touching.
Cid
Ok check out this badass SOB right here. HE HAS A HAMMER. HE WEARS GOGGLES 24/7. EVEN UNGERGROUND. HE JUMPS OF AN AIRSHIP (EVEN UNDERGROUND, OFF AN UNDERGROUND AIRSHIP) WITH A BOMB BECAUSE HE'S TOO BADASS TO BE SMART AND THROW IT OFF. I guess you could say there was a detonator on the bomb, not a timer. Although they had airships that could fly underground so I'm sure they could have created a time-bomb. He ends up surviving. He's actually not even that badass what the hell am I talking about haha. Tragic.
Palom & BLANK
The frontsite didn't have the picture for Porom. Might have to do something about that later. So anyway it's your typical death hallway type scene where the walls are going to crush you, so they turn themselves into stone to stop them. It was actually quite cool when I was a kid. Man I love this game. They get un-petrified, like, right before you fight the last boss. *sniffle*
I'm pretty sure that's all of them! Which "death" was most memorable or touching? I played hardtype when I was a kid so they were all the most emotional things evar.