I think Captain America gets the worst death, at first it seemed really promising, he's killed abruptly after failing to secure continued freedoms for super humans, the shock wave of his death is felt throughout the world, the man he was opposing, Iron Man, falls out of favor leaving a huge gap to be filled. In the absence of having someone as iconic as Captain America, the nation turns to a madman to become the head of the Avengers and the national defense force overall, simply because he got a lucky shot in during an invasion.
Then they needlessly bring him back, saying that the gun he was shot with was actually some kinda time travel device or something moronic like that and he's stuck inside his past self until he can break free from his previous memories. The story was horrid and he obviously should have been left dead. I love the character but I think killing him sent a really strong message, leaving him dead would have made the universe seem a bit more real, more uneasy, if you can kill Captain America than you can kill anybody (except Spider-Man and Wolverine, of course).