Ygritte's death is the only one that really got to me a little in the books and the show. Ned Stark was a self-righteous moron who had it coming, and Kaitlyn wasn't much better. As for Robb Stark, well, if someone ever does to my daughter what Stark did to Walder Frey's, that boy better stay away from any parties at my house. The Starks all pretty much had it coming.
I really liked the Ygritte character. She realized what a freakshow her wilding friends were, and was willing to do anything to get away from them, including betting her life on dopey Jon Snow. I have expressed elsewhere that choosing between Ygritte and fighting wilding hordes and ice zombies with the likes of Janos Slynt seemed like a pretty easy choice to me.
It got me thinking about another list. What are the most well-adjusted, normal, healthy romantic relationships in the show?
1) Jon/Ygritte - it says something about the books when the most healthy, loving relationship ends with the woman peppering the man with arrows and then she dies in his arms trying to kill all his friends. And this is #1 on my list. They did really love each other, and for a while were very happy with each other.
2) Renly/Loras - it says something about the books that this is #2. They loved each other, and were willing to do anything for each other, except for a threesome with Loras' sister.
3) Oberyn/Ellaria - lots of bisexual orgies, but they did seem to care about each other.
4) Ned/Kaitlyn - still banging into middle age, and they seemed to enjoy feeling morally superior to everyone else.
That's it. There are 4 healthy relationships in GoT, all of which end with at least one of the people dead, and all of which deserve a very large asterisk.
Who is #5? Joffrey and Sansa? Cersei and Jaime? Littlefinger and Lysa Arryn? Margaery and Tommen? Every other "romantic" relationship in the book is either abusive or exploitative. Freud would have a field day with Martin.