The first person we all lost was the amazing John Winchester played by Jeffrey Dean Morgan. The boys' dad gave up his life for his son and was trapped in hell, but never broke. It wasn't until the gates of hell were opened and souls poured out that he was finally free to be with his wife in heaven. The Yellow Eyed Demon was dead, and he got to say one last goodbye to his boys.
Ellen and Jo were always there for the boys and each other. Like any mother and daughter, they fought like cats and dogs, but as Jo lie dying with the hounds of hell knocking at their door, Ellen refused to leave her side. The explosion the pair created allowed the Winchesters the opportunity to escape. While Ellen hasn't been seen since, Jo was brought back for one episode.
Rufus was an incorrigible old fart, but the only real friend Bobby had. It was refreshing to see him back when Bobby died as his guide through his head. The Trickster/ Gabriel may have been a jerk, but he was always fun and died doing the right thing, trying to take down Satan.
Bobby died and came back again. He was on the verge of becoming a vengeful ghost and told the boys to let him go. Death has always been an important part of the Supernatural universe and with varying degrees of severity.