The meaning of all the deaths in HP:

• James and Lily:
  To establish the story line as well as to show orphans of war.
• Cedric Diggory:
  To show Voldemort's mercilessness.
• Sirius Black:
  To show Harry's lack of guidance/parental figures.
• Albus Dumbledore:
  To show the death of a great leader can't stop a war.
• Hedwig:
  To show the end of Harry's childhood.
• Mad Eye:
  To show the death of a soldier.
• Dobby:
  To show even the smallest of creatures can die a Hero's death.
• Fred Weasley:
  To show that some deaths you just can't get over. And that's okay.
• Tonks and Remus Lupin:
  To reestablish orphans of war.
• Colin Creevey:
  To show that the good die young, even when they aren't supposed to.
• Severus Snape:
  To show that you can always change your ways. Always.