Crisis Core's ending was BRUTAL.
I've never seen anyone in a final Fantasy game meet such a sticky end. When Aerith died, I was pretty much detached from it all (probably because I don't like her). Same goes for any other characters who died, including Kuja (though I was still quite sad).
But when ZACK died, I was extremely cut up. I think the thing that got me was having to play it and watch as he slowly struggles to continue to fight despite being riddled with bullet holes and standing in a puddle of his own blood.
And the end FMV was heart-breaking. Though I think I would have liked to have seen Cloud cry. Rather than make a noise like a cat being strangled.
I still had a massive lump in my throat though. And it's good that they actually showed blood in the game too (and there was a lot of it). Good in the sense that a death scene like that deserved it, rather than him just being covered in scuff marks like they normally are after a battle.
It was very grim. But they still managed to make the ending happy in some ways.
I have a MASSIVE urge to play FF7 now. But I haven't got a working PS2 controller ;_; Bad times.