hmmm let's see, imo:
Thane--nothing, unless his son hears of his death some how, then something could come of that--e.g. take his place/anger at Shepard
Grunt--I want to say nothing, but talking to the Urdnot Shaman and reading his e-mail made it seem like they'd be pretty upset if Grunt died; may make relationships w/Krogan slightly difficult (couple that w/not having Wrex as clan leader)
Jack--sadly nothing will happen, she's expendable, even though she was my LI

Samara--if she died...no impact on ME3
Zaeed--see above; maybe more harassment by blue suns if he doesn't take over
Kasumi--hmmm, nothing--maybe. depends on if we have a copy of the the info from her loyalty mission
Jacob/Miranda--strained, if existent at all, relations w/Cerberus
Legion/Tali--see axeface's post
Garrus--even though he's a good friend of Shepard, it doesn't seem like he has a bigger place in the me universe--i mean to say, he quit c-sec to become a vigilante, i don't think one soldier like him will have a huge impact on the events of me3--maybe an emotional one on shepard but that's about it.
ah, last but not least Mordin--genophage would go uncured if maelon's work was saved that is; he is old in salarian years so i don't think he would have much to impact in me3 unless me3 took place immediately after me2