Iron Woobie: Thirrin. In the first book her father dies and at the age of fourteen she's forced to lead her country to war. In the second book her son is killed, her daughter goes evil and also apparently dies. And in the third book, it turns out Medea didn't die but is trying to destroy them all, forcing Oskan, her best friend, husband and one person whose been there through all of this, pulling a Heroic Sacrifice and leaving her alone.
Tear Jerker: If you like Oskan, then the scene where he dies in Last Battle will make you cry buckets. So will everything to do with Their Vampiric Majesties after the first book. And Cerdic's death in Blade Of Fire.