Elisabeth Sladen (1 February 1948 - 19 April 2011)
(with K9 - photo from BBC/Radio Times)
Elisabeth Sladen portrayed Sarah Jane Smith in Doctor Who and was probably considered to be one of the most favourite of the Doctor's companions.
She first became The Doctor's companion in 1973 in The Time Warrior, which also introduced a Sontaran warrior Linx (Jon Pertwee as the Doctor)
When Doctor Who was revived by the BBC, Sarah Jane Smith would be reunited with the Doctor (David Tennant) on a number of 'adventures' as well has her own spin-off show.
See obituaries in BBC, NPR, The Telegraph, The Guardian and The First Post.
The io9 website features an excellent article by Charlie Jane Anders, which analyses how the Sarah Jane Smith character developed over the years.
EDIT (Added 24 April 2011). A tribute by CBBC broadcast in UK on 23 April