You know those text posts on Tumblr that talk about a whole bunch of writers who are in like, an evil club because they kill off their main characters and they're absolutely horrible and heartbreaking and you hate them but you love them? And they usually involve picking on Stephenie Meyer because she's a shitty writer for not killing anyone (which isn't true-- there's plenty of other reasons she's a shitty writer).
Well, I'm familiar with the work of most of the writers that are included on those lists: Joss Whedon, JK Rowling, John Green, Steven Moffat, etc.
And let me just say, Joss Whedon is LITERALLY the worst.
He is the only one who has killed the MAIN, TITLE character. TWICE. And he has killed plenty of other main characters. And probably the worst part is when he shows the other characters dealing with their friends' deaths.
John Green has killed two characters. And you knew Augustus was going to die. Alaska, however, was a bit of a shock, so I'll give him that.
Steven Moffat doesn't kill main characters. He just likes to cheat death in ways that sometimes don't make any sense at all. Cheating death and actually dying aren't the same thing. (Also, River Song wasn't too distressing because I didn't know her well enough to be emotional over her death, and frankly, I still don't care).
JK Rowling does come pretty close, though. Especially with Fred and Dobby and Remus and Tonks. I'm pretty sure I sobbed through the last few chapters, half because of character deaths and half because of it being over.
However, I have both read the Harry Potter books and seen all of Joss Whedon's shows, and I have to say you don't know gut-wrenching, life-ruining, I-want-to-kill-myself, pain over a character death until you've seen the episode of Angel, A Hole In The World. I even knew what was coming: I knew who died, I knew how she died. But when I watched it, nothing could prepare me for the emotions I felt. I have literally never cried that much in my entire life.
If you don't believe me, I'm not going to tell you to watch Angel because if you're reluctant to do so, you won't care as much. But if you like supernatural things with amazing characters, and strong female characters, you should watch at the very least Buffy and Angel, and experience emotional trauma like never before.