Ton Phanan's quiet breakdown and his subsequent speech to his friend. "There's no mechanical replacement for a future, Face. And every time I take a hit, and they have to cut away another part of me and replace it with machinery because I'm allergic to bacta, every time that happens I seem to be a little further away from that young doctor who had a future. He can't come back, Face. Not all of him is here anymore."
Not to mention his final words, telling Face to forgive himself for the his childhood mistakes.
The entire situation that led up to that last; the fact that Face went down to the surface to save Phanan, only for Phanan to die in his care. Face then had to dispose of the body by shooting it up with his starfighter's lasers, completely obliterating it.
Myn Donos's entire story arc. First, he is the only survivor when his entire squadron gets killed. Then, his astromech (the only other survivor, in his mind) gets destroyed in a battle. He recovers from that and realizes one of his squadmates cares for him, just in time to watch her die. Once he finally starts to get some closure and move on, he learns that the woman he has fallen in love with is an Imperial Double Agent, and is in fact the person who leaked the information that got his squadron massacred. Cue an EPICHeroic BSOD.
Gara/Lara/Kirney's side of that story is just as sad, especially when she starts Becoming the Mask and realizing (along with the reader) how incredibly and deliberately messed-up her life and psyche had been up to that point, and how unworthy her previous masters have been of her loyalty and service.
Related to this is Janson and Hobbie's gutshot reaction when Wedge tells them about Talon Squadron.
Janson: Eleven pilots we trained. Wiped out by a simple ambush. What a pair of incompetents we must be.
"I am Tycho Celchu, son of Alderaan, now orphan of the galaxy. I have come to this place of my birth to pay homage to who I was and those I knew. And those I loved and love still. It is my wish that when life abandons me, I am returned here to be among you, so that for eternity we may be together as we should have been in life. These gifts are but insufficient tokens of the love for you all that still burns within me. This fighter is another. It bears the colors of the Alderaanian Guard and transmits their code. It is my pledge to you, not of vengeance, but of vigilance. I hope you rest well knowing you will rest alone, because it is my life's work to see to it that no one else suffers as you have. I won't rest until this quest is complete. Rest easy. I miss you all."