As for which death impacted me the most, it's hard to say, since I don't really think any of them did.

I was happy to be rid of Aeris.

I wish Yuna would have died, despite the guardians' efforts to save her. I think the element of despair that would have come over the rest of the party would have had a much more significant emotional impact on the player instead of Tidus disappearing and having a lousy knockoff game expand upon that. If Yuna died, the abomination that is X-2 would not exist.