Faith really got on my nerves when she first appeared. She got tolerable later, but I just don't like her. Her whole gimmick "Oh, look, I'm the "dark" slayer, I do all kinds o0f bad things because I'm a bad girl" was stupid from day one. Not that the slayer who died to give faith her powers (whose name I don't remember, she was in, what, two episodes before she was killed? What kind of slayer gets killed by vampire hypnosis? what kind of slayer actually gets affected by some kind of vampire hypnosis?) was that interesting, but atleast she wasn't outright annoying.
Tara's death was a huge shock. I was never a huge fan of the three evil nerd, and I still don't get why one was not only allowed to live, but was allowed to apparently become a watcher, I think, and go be an ass to Angel later (I was hoping Angel would just tear his head off in that episode with the mad slayer) but I think Tara's death was done fairly well. It was a complete shock and seeing Willow go to the dark side was great. It was still a sad moment, and I didn't want her to die, but I think they did it well.
On a side note, talking about all of these deaths, Buffy did death well, in general, but no dramatic death in Buffy beats
To be fair, both shows are awesome, and Buffy's finale was much better (no tie in comics are ever going to make me less annoyed at Angel's cliffhanger ending).