Allankles
Kwisatz Haderach
Mara wasn't much of a big loss, it was precisely because she wasn't a big loss that the writers sacrificed her. She started off well in the Zahn books, but I don't think she was Luke's best match, and also the way Zahn made her the one that killed C'Baoth wasn't very cool, neither was Luuke the clone (but that's another story).
Jacen was wasted, he seemed to be set to bring some spark into a New Jedi Order that was (in comparison to the golden age era) pretty unremarkable. He looked set to be the next Qui Gon but the authors screwed it up, turning his character into something it was not.
How does a thoughtful pacifist who went through a rebirth in Traitor, turn into a mad Sith Lord? Really!
Chewbacca's death was no big deal either, they never really used him in the EU - and because of that they could easily kill him off. There are many characters I could say that about including Jaina who's been characterized so poorly once she became a jedi knight.
Killing Leia and Han now, would also be pointless since their importance to the EU has depreciated, the authors should let them die of natural causes.