And it's much better to let the reader get to know the characters a little bit before letting the axe fall, in order to avoid "Redshirt Syndrome".
Take Nikki Woods from Buffy The Vampire Slayer. Upon first watching "Fool For Love", her death didn't really affect me much.
Even though she got a little development before the series ended, it wasn't until after reading KRAD's Buffy novel "Blackout" that her death would bring a lump to my throat. He turned a fairly two-dimensional red-shirt into a fully realized character-- a character that I liked and was sorry to see go, even though I knew it was inevitable.