Some characters should cheat death and get the reader's hopes up only to die anyway. Preferably at some inconvenient time for the remainder of the cast
I once read a novel where this guy imprisoned his brother and took his place. The rest of the world assumed that his brother was dead, but he kept him locked up for YEARS, just in case. The entire first book has tidbits of the brother's life in a solitary prison and it even continues halfway into the second book with him escaping the first prison cell only to find himself in a secondary cell, etc. Then the main guy loses his powers (which he shares with his brother) and readers are led to believe that the brother in prison is the only hope left. So, of course, then comes the scene of letting the brother out of prison. It's all kinds of dramatic and going exactly how the reader expects, then BAM! Guy gets pissed off and shoots his brother so now he's actually dead like the rest of the world believes.
I stared at the page in shock for a good 10 minutes... Needless to say, this is now one of my favorite authors.