I would like to point out that not all PC suffering must end in death. I think it interesting that so many equate bad things happening to PCs with death. It is much more gratifying to have the PCs live, but only after sustaining much grievous bodily harm or emotional trauma.
And by gratifying, I of course mean story wise. I take no sadistic pleasure in crushing, maiming, blinding, poisoning, dropping, bludgeoning, enchanting, haunting, scaring, deafening, or otherwise harming my player's imaginary personas.
That's analogous to what I called the Setback. The PC fails, so you redirect the harsh D&D outcome (no HP=dead) to something non-fatal, but story-fitting and challenging. The simplest is the PC is knocked out, not killed, and must escape from capture or crawl out of that box canyon he fell into, etc.
I am very wary to actually maim or disfigure a PC. Much like a beloved TV character, you risk destroying it and angering a player. Plus, there's only so many times you can do that to a PC, before you've pretty much ruined it as an adventurer. Lose any eye 3 games ago, a hand last week, a leg tonight, yer pretty much left with a live PC who's unplayable and not much fun anymore as he sucumbs to depression and funk over his helplessness.
You have to know your audience before pulling that trick even once. Do it to the wrong player, and you've lost a player. As a GM, you have to see the game as a shared novel writing experience. You own a lot of the material, but you don't own the protagonists. There are lines you can't cross, and those lines vary with the player.
This is why as a GM, I don't:
rape a PC
deliberately capture a PC (where I plan to do it, versus do it to prevent a PC death)
strip the PCs naked (which tends to lead to rape/abuse)
maim or disfigure a PC
Those might be things that are logical outcomes or tactically smart to do (chopping off a master swordsman's hand is a smart. Stripping the enemy down to nothing makes it harder for the to escape. But it is offensive to many players.
There are plenty of fun things I can throw at players, while avoiding these kind of things.