I also feel strangely sad when I see insects die like that... even though sometimes I am the one who killed them :(

I don't know what my best gaming moment is, but I can tell you the most memorable one, and that's when Sephiroth killed Aerith in FF7! It was the first game i played where a character that you could actually control as a valuable party member, and develop a relationship with, even go on a date with, was just brutally murdered and can't come back to life at all! It was shocking and an extremely bold move by Squaresoft.

(BTW, does SN have spoiler tags?)