At Mordin's death, I was pretty devastated. When he told me about collecting seashells in the afterlife, I cracked completely. He seemed content though. Cleaning up the mess he thought he is responsible for and all that. Besides, he was an old man.
Thane struck me too, although I was pretty sure he'll die because of the disease. The prayer at his bed and when Kolyat told me that was for me, I couldn't even. I really liked Thane
I must say Legion got me even more than the previous ones. His sacrifice was so selfless, right at the time when he finally achieved something his people strived for. He was finally an individual, a real person, with his own free will, and had to give that away for all geth. I believe he was happy, but I was so fucking sad.
But the worst was definitely saying good bye to Garrus. When we started joking about human-turian babies and adopting a little krogan, I cracked yet again and was laughing in between the sobs and eating half of nutella with a spoon. Oh God, I was incapable of continuing the game after that for half an hour