I wrote a death scene for two central characters as the conclusion to a long epic fantasy I worked on for a couple of years, and found myself breaking down repeatedly as I was writing it, having to stop and compose myself before I could go on. Oddly enough, the first draft was written when I was about three-quarters of the way through the story -- the scene suddenly came to me, whole and complete, and I just HAD to write it right then, in one go, no stopping till it was all written down.
Months later, when I was wrapping up the story, I pulled out the death scene draft and discovered that it required only minor tweaks to work perfectly with where I'd taken the story. More tears as I tweaked, and it was done. Even now, more than a year since I wrote it or worked at all on the story, when I read that scene I still tear up.
Have you had the same experience? Does it matter whether you like the character? Whether the character is more to the hero or villain end of the spectrum? Was it difficult to find the right death, or did it come naturally -- this HAS to be the way this character dies?