I do not enjoy killing player characters. I have a lot of NPCs get killed, as you probably know if you listen to the podcasts. Player Character deaths are a lot trickier to manage. They are easy to do, sure. But they are very hard to make meaningful and even harder to get the players to celebrate.
In my experience, the only way to kill a PC and not lose a player over it is to make sure no one thinks it is your fault the PC died. Get them to believe that the game just worked out that way, that the dice roll was bad, or that someone in the group made a bad choice that led to their death. Of course, as the GM you really are the one that set them up to die, but so long as they don’t know it you can get away with it.
Here are a few tricks I’ve used over the years to get away with PC Murder. They do not all work for every occasion, but hopefully you can find something that will work for your campaign or at least inspire you to think.