I would say Laguna and Ellone are the most tragic figures. Laguna loses his first love, his second dies in childbirth, he's estranged with his son, and the daughter he spent half his life searching for spent more time with his son and Edea than him. If he wasn't so happy go lucky about everything, it would come across a bit more tragic.
Ellone has spent most of her life on the run and has never really had a chance to sit down and make friends with anyone. Her closest friends being the White SeeDs, Kiros, Ward, and Squall of all people.