Sengoku Youko

Senya punching Mudo with the weakest demon and actually knock him back
or
Shogun knowing that he can 1 v 10,000 easily (he's so boss he jumped games from http://en.wikipedia.org/wiki/Dynasty_Warriors ?)

Shakugan never died, she exhaust too much of her power and return to stone form, after a 'long' rest she'll be back (I feel like Mizukami will bring her back for the finale at the very least)

If we're talking about character death, the dog knight in Samidare ; ; he's at the time the strongest, most awesome, and was on his way to get a wife, and then he died...
The scene where the sis cried was just ; ;

Shakugan died to develop Shinsuke, I wonder what will happen to Tsukiko to develop Senya. This series has me terrified for the characters. I also hope the author doesn't use the same formula.

Kinda like how from our perspective, and the perspective of the main cast, Shakugan turning into a rock sucked, but she went with smile. It was a good "death."