It's always sad when a main character dies (I mean, unless you really hated the main character or something), but I didn't expect this level of sadness in a scene that I knew was coming from the start. Crisis Core put a lot of effort into making their finale memorable and poignant, and it really paid off.
The last scene is powerful enough on its own, but I also want to mention how they even made the final battle really emotional - it really says how much they made me care about Zack, that I legitimately tried so hard to win a fight that I knew was scripted for me to lose. :P I knew I couldn't save him. It's not a 'hard' battle to fight - the soldiers die relatively easily and you can dodge their missiles, but there are so many of them and they never stop coming. Ever. The game actually lets you fight the last fight forever, but it forces you to accept that you have to give up eventually, because Zack has to die.
"boy oh boy, the price of freedom is steep."
They also repurposed a major element of the combat system here to
make you cry represent Zack's fading memories of his friends as he weakens - there's a little roulette called the DMW in the corner that kind of works like Limit Breaks in normal Final Fantasy games, with the faces of all the important people he meets along the way (every time you befriend an important character they become available in the DMW and you can unlock their moves). In a normal battle, it spins continuously and every time a person's face aligns on the wheel, you get to use their Limit Break (ie. if you get 3 Clouds, you use a move that resembles Meteorain, 3 Aeriths, Healing Wave, etc).
But in this battle, when the wheels align, instead of any special moves or buffs, Zack gets a "flashback" (that you've never seen before) to moments he spent with each character, and after each scene, the character fades from the DMW forever. This happens all throughout the battle until the very end, where the DMW wheels remain 'stuck' at Aerith, then breaks and shuts down as the battle ends.
Also have to mention the violin/acoustic track that plays during this final battle -
The Price of Freedom
And after that, I got to watch the saddest cutscene ever, where Zack passes the iconic sword to Cloud and tells him to live for both of them. And his final words :(
"If you see Aerith, say hi for me. Hey, would you say… I became a hero?"