Fred, definitely. I've always had a soft spot for the Weasley twins, since their first appearance in King's Cross in Book 1, and Fred's death made me so genuinely angry that I had to put the book down and walk away for a few hours.
Before book 7 came out, though, I was vehemently denying Sirius's death and coming up with every loophole I could think of, but Fred narrowly edged him out to make him rank second.
I will say, honestly, that the movies did absolutely NOTHING to make me care about Remus and Tonks, so if I hadn't read the books their deaths would have meant zilch to me.