My Shepard's story was pretty rough in terms of how many people died, but I like it that way. There isn't a good story without tragic loss along the way. The crew of the Normandy was almost completely wiped out on two occasions (first when the Normandy was destroyed, and then when I was too late to rescue the crew of the Normandy V2 from the Collectors). In addition to that, Zaeed and Miranda died, as well as Legion. And, of course, all the people that die regardless of what you do.