The entire crew of the Enterprise D died in Time Squared, Yesterday's Enterprise, Cause and Effect, and Timescape.
The entire crew of Voyager died in Deadlock and Year of Hell.
DS9, Children of Time.
And of course the only TOS crewmember other than Spock we can assume to be alive by the end of Voyager is Scotty. Even though McCoy was alive 14 years earlier.
So maybe the only Star Trek main characters we can say have never died Odo, Ezri, and the farengi (Jake died in the future that time).
Favorite who died in their own series and whose death was not time-travel erased: That'd have to be Jadzia.
Favorite who does not meet that condition: Picard.