Very sad

DEFINITELY! Animal deaths are always the saddest but the way Veserion went down was so upsetting (I'd already seen spoilers from the leaked scripts and knew he would die but the actual scene was much sadder). His being resurrected by the Night King made it even more tragic for some reason (I tend to think the resurrected are all like in Pet Semarary where what comes back isn't the same as what died/aka not the same person/animal)

Olenna was the saddest human death by far.

BY FAR! I was actually in mourning the entire week for Viserion. Even though I've been calling for awhile that at least one of the dragons will die before the series ends AND that one would be turned... but it was still so devastating to see! And the way it went down was so heart-breaking!
Other than that, I was mostly only saddened by Olenna's (but she went out so bitchin that I was also a little proud).
Also didn't really want Thoros or Benjen to go but I wasn't completely upset by them.
The Wall was more an "oh shit" moment than anything.
I may be more upset about the Sand Snakes if the show didn't ruin them...
Littlefinger and Frey deserved to die. No tears, just cheers for those scumbags.
Randyll also deserved to die, but I think Dany should have listened to Tyrion regarding Dickon.