My Shepard was mostly paragon, some renegade here and there.
I set him up so that his family was killed in a Slaver raid. And then his unit was killed by Thresher Maws. By the time the games came around I imagined Shepard going, "Nobody dies this time."

Of course in ME3 people died because he knew that the needs of the many outweighed the needs of the few. Gotta get those Quarian and Geth Fleets shooting things together and Krogen and Turians smashing things together.