Cedric was really only an aquaintance to Harry Potter. But he takes his death quite hard, which is understandable. Cedric’s death means to him that He Who Must Not Be Named is indeed back and he won’t shie away from killing anyone in his way. Obviously his death had an effect on Harry’s life. Look at his behavior in book 5. He gets mad easier and at his friends of all people. This could be the effect of Voldemort or just his experiences and the fact that he is a teenager.

In the Order of the Phoenix Sirius Black dies. (and yes I think its final.) How will Sirius’s death have an effect on Harry? At first he explodes with anger. Later he enters a shell of sorrow. By the end of OotP he sems to have come to terms with it at least a little. I think he will calm down in the next two books. By trying to save Sirius then Sirius died. Harry will realize it and feel guilt of course. When he accepts it he will concentrate on preparing for his final battle. Unless He Who Must Not Be Named has other plans;