First playthrough (male Shepard), I lost Thane when I made him do the suicide mission. Unfortunately it came down to tech skills rather than infilration. Knew I should have picked Legion... He just seemed like a too valuable ally (being pretty much your only way to negotiate with the Geth) to sacrifice to what had "suicide mission" written all over it, while Thane seemed both an adequate guy to send crawling through ducts and already dying if it were indeed a suicide.
Felt pretty bad when he died, knowing that I practically sacrificed him so that I'd have a better change against the Reapers in ME3 (don't know if it will matter whether Legion survived or not, but it still seems logical).
(Could a character that isn't the best choice still survive if you opened those vents fast enough? Shepard was a sniper so Thane took some damage because I wasn't moving so fast.)
I also lost all the Cerberus crewmen except the doc... Felt pretty bad about that too, though I did not realize it actually mattered how fast you entered Omega 4. Darn games suddenly starting to enforce common sense.
Didn't lose anyone else, even though Miranda wasn't loyal (I did do my best to keep her out of harms way though).
The second playthrough (with female Shepard) I saved everyone... Well, had to cheat, since Samara got shot, which was kind of cheating, but I knowingly made a few less than ideal choices, including putting her in charge of the other team the second time you split up (it's stll pretty weird that's supposed to be bad choice, since the game pretty much tells you that you made a perfect choice if put her in charge the first time your crew spilts up), just for the sake for being different from the previous save, so I gave myself the permission to do that.
I had everyone but one character loyal both playthroughs, which must be why I had so little losses. I might have actually had also maxed out levels and every character with the best "specialist" rank, if those matter.