Here are the deaths of some of the dbz characters.
Goku
while sacrificing his life to save the world from Radditz (Piccolo killed him)
sacrificed his life again by teleporting with Cell when he was about to blow up
in the Future Trunks timeline he died of a heart disease
in the end of Dragonball GT he fuses with the dragonballs
Vegeta
when Freeza kills him on Namek
when he sacrifices his life to destroy Buu
In Future Trunks' timeline, he was killed by Android 17
Gohan
when Buu blew-up the Earth
in Future Trunks' timeline, he was killed by the Androids
Piccolo
when protecting Gohan from being killed by Nappa
when Buu blew-up the Earth
when the Earth explodes in DBGT and he refuses to leave the Earth that he loves so much
in Future Trunks' timeline, he was killed by the Androids
Krillin
killed by one of Piccolo Daimao's minions
killed by Freeza, which causes Goku to go SSJ
turned into chocolate and eaten by Majin Buu
killed by Android 17 in DBGT
in Future Trunks' timeline, he was killed by the Androids
Characters That have never died through out the whole thing:
Uranai Obaba
Furtune Teller, also Kamesennin's older sister. She can travel safely between earth (the living universe) and the gates to heaven & hell (the spirits realm). Apparently, she was at the spirits realm during dangerous times, as we see that when she brings Vegeta back for one day, she doesn't have a halo (a sign that one is dead).
Enma-daiou
Gateskeeper and judge of the dead, he was never involved in any of the fights, nor was he close enough to any of the battles to get hurt. The only question is--can we truly consider this guy "alive"? Well, if Kaiou-sama can *die*...
Mr. Satan
Surprisingly, this arrogant (but lukcy) fool survived through many amazingly powerful opponents. He nearly died when he was shot once, but was healed by Buu just in time.
South Kaio
The only other Kaiou who was introduced in the series, he only showed up once, and has never seen battle in the power of magnitude of the Goku-tachi.
Kaiou-shin
The only Kaiou-shin who survived an encounter with Majin Buu, he just got lucky. He also nearly died once, but was found and by the resurrected Kibit.
Mr. Buu
The fat Buu that we were introduced to, he was absorbed by Super Buu, and later was almost killed by True Buu.
Pan, Bra, and Ubuu (and all the others who were born AFTER the Buu saga)
Because they were not born yet during these fights, they never got killed.