Has to be Ripley for me! What a way to end her arc. I mean, the effects of that shot were just AWFUL, but the emotion overrides that for sure.
Number two is Dallas' demise. One of the scarier and best crafted scenes in the franchise. Dallas was trying to protect his crew and make up for his letting the creature in earlier, but ended up meeting an unfortunate egg-morphing death!
My number three would have to be Oram's death, I think. It just, it was the first Xeno encounter in the timeline, Oram (a man of faith) birthed a metaphorical demon from the metaphorical Devil, and it was violent as HELL (it frightened me a little). I am in the minority on this, but I thought that the Baby burster was amazing! Weird as hell to see at first, but that design, the music ( I LOVE that piece of the score), and David interacting with it lovingly reminds me how much an icon the Xenomorph is. It really hits home, for me. So definitely a great death scene.