For me, this was between Shannon, Sun/Jin, and Juliet. I thought they were all super emotional, and I loved all of the characters.
In the end, I had to settle with Juliet. With Sun/Jin, you could see it coming and you know it wouldn't be the end for them. Shannon's death was sad, but I didn't think she was as fully fleshed out as Juliet's, whose I thought was really heartbreaking.
Not going to tag everyone else who's doing this, but feel free to join in!