James and Lily: To establish the story line as well as to show orphans of war.

Cedric Diggory: To show Voldemort's mercilessness.

Sirius Black: To show Harry's lack of guidance/parental figures.

Albus Dumbledore: To show the death of a great leader can't stop a war.

Hedwig: To show the end of Harry's childhood.

Mad Eye: To show the death of a soldier.

Dobby: To show even the smallest of creatures can die a Hero's death.

Fred Weasley: To show that some deaths you just can't get over. And that's okay.

Tonks and Remus Lupin: To reestablish orphans of war.

Colin Creevey: To show that the good die young, even when they aren't supposed to.

Severus Snape: To show that you can always change your ways. Always.