It's amazing how most people have trouble getting Miranda killed off, when I've done it completely by accident... I lost her loyalty during the confrontation with Jack, didn't have enough Paragon/Renegade points to get it back, and even though she survived my first suicide mission playthrough, she died holding the line on one of the replays. I brought Garrus and Thane with me to the final battle, while I brought Garrus and Tali on my first. Garrus has one of the highest defense scores, and I think Thane is in the group right below Garrus and Grunt (don't have Zaeed because he's DLC). I was a little shocked when she turned up dead in the end, considering how everyone else has to really try for it. xD
And now, my answer to the original question:
I would never kill off any of my favorites (they die often enough with no involvement from me), but I have a few playthroughs planned out with squadmate deaths. I roleplay each of my Shepards, choosing options as they would, and for some of them, it does make sense that they wouldn't have a perfect outcome. For example, Jacob offering to go through the vents... most of my Shepards would know this is a bad idea, as he has no tech skill, but some would let him go. A few of my Shepards would try to get certain squadmates killed off on purpose, like two of my paranoid Sole Survivors wanting the Cerberus members dead. But those are characters that I don't really care for one way or the other. No love, no hate. There are only three squadmates I would kill off in some playthroughs because I personally hate them - two of those were solved with Virmire and Samara's loyalty mission, and there's no option for the other one yet.