In terms of the amount of tremendous emotional impact it had on me, the death of my favorite character Bobby would have to be it. It was so sad! Patrick Duffy (and the rest of the clan) did an amazing job!
I "cheered" the most when April was killed off, since I disliked everything about her character. She's definitely my favorite death - at least in the later seasons!
I was glad to see Mark Graison go, but other than that his death was pretty "uneventful" for me!
Kristin's death came as such a complete surprise! And I loved the entire storyline in the aftermath of her death! But she doesn't beat April!
When Jock went missing and eventually was pronounced dead, I was sad, but in a different way! I agree with
@Alexia that Dallas in many ways never quite "recovered" from the loss of Jock (even though I really grew to like Clayton a whole lot). When the Ewing men were left without a father, it changes things on so many different levels! I loved (and ended up missing) the chemistry and the dialogue between Miss Ellie and Jock. After all, 40 years of marriage (along with the whole history behind their courtship) was real special, IMO!