I actually can't recall my own character dying. I've been a DM for most of my D&D career (since 1980), and in 1st and 2nd editions, I found PC deaths weren't really common. My characters in the current campaign DM'd by someone else should have died at least twice; the first wizard should've been minced by a stone golem, but somehow managed to feign death; the second wizard (the first retired from active service, still very much alive) should've been minced by a truly horrid umber hulk. Both times I think the DM fudged, but a little DM fudging is OK when I'm the beneficiary. Mind you, as 3rd edition DM, I have an average PC kill rate of 1 per two sessions. Lucky we have a House Rule on raising warm bodies, the effect of which is not to take levels off PCs if their bodies are intact (DM's discretion) and they are revived immediately after the battle.
Cheers, Al'Kelhar