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 solider.
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.