Gunnerkrigg Court, so far at least. There's lots of grim details in the background, particularly the details of Annie's Parental Abandonment, and her extensive prior experience with the Psychopomps, as well as poor Robot's misfortunes. The main characters remain well-balanced and optimistic in spite of these, and there's nothing to suggest that this is naivety on their part.
In The Order of the Stick, the Order visits an Oracle who tells everyone on the team the answer to one of their questions. The Reveal heavily implies the imminent death of one member, the ultimate demise of a second, the corruption of a third, and the fall of a prominent good nation because a fourth phrased his question poorly — even after the Oracle heavily hinted this last one. While a fifth's foretelling is positive, only the ending to Elan's story is guaranteed to be happy, and Roy advises that it will be something he has to work for rather than just wait around for.
Ally from Fans! Dear sweet fancy Moses, Ally! During the first five books of the series, she overcame a terminal illness and her own nihilistic dark side, frequently attempting to push her husband Rikk away from her and toward Rumy for his own good. Not helping the fact that Rumy herself is the poster-child for I Want My Beloved to Be Happy, and has invested much of her self into helping Rikk and Ally to be happy, while Rikk cares too much for both of them to simply cast either one aside(and himself suffers from Chronic Hero Syndrome). By the end of book five, Ally invokes the Third Option, that she, Rikk and Rumy form a triad marriage. She lampshades this a little in a later chapter that dwells on their first months as a triad, when she informs Rikk, "Happy endings ain't for wimps."
Though our beloved characters in Homestuck may have died a lot and lost various family members and friends along the way, it's certainly shaping up to be this.