Damn, it's split 50/50 right now. Choosing between Lena's death and Clara's death is hard, but since we actually get to see Clara's character develop over the course of the game, and only for Aiden's relationship with her to be snapped when she's killed, I'll have to say the ending (or perhaps more appropriate, the penultimate mission to the end, since the end is just Aiden getting revenge on Damien and that ain't sad) is more sad. However, others may disagree.