Ok, so I haven't played any of these other games, so I can only speak about the Ace Combat series (I also have no inention about argueing the best/worst deaths, I only wish to speak my part on the title of the thread).
Chopper's death was incredibly emotional to me. I remember thinking "They're not going to kill him. They CAN'T kill Chopper. He's... Chopper. He's the comic relief. They wouldn't kill the comic relief."
I give props to the game designers and story writers for how sad they could make a character's death where you don't even see their face (or was there a profile pic earlier in the game? eh). I was 17 when I played the game. Back then the emotion was in the character's actual death significance to the plot line (then he got replaced with that Archer guy and I was all like "who are you? Get out. You can't take Chopper's place.").
His death was such a turning point, too. They not only killed Chopper, but they killed the comic relief, and in doing that, killed the humor in the game. Everything became much more serious after his death. It was well-placed within the storyline, and really gave to the plot.
That's it!
That's all I want to say!