Deaths within families, abortions, miscarriages, serious illnesses, suicide attempts and whatever else shouldn't be done unless you can portray it properly. If you don't feel like you can keep these things up and keep them in the character then don't do them.
Rape can only be done with the victim's consent (sounds weird), it's a big thing playing a rape victim so don't force it on anyone.
Oh and I don't care if you fall off the Empire State Building, get run over by a truck then attacked with a pack of ravenous wolves then get kicked in the nuts.... you will not die. You are immortal -evil laugh- I guess if you want to kill your character off then you want to leave so... just leave... then eventually someone else can be that character. If you kill them... they are dead. BUT THEY'RE NOT because I won't let them die as I am god... mwah.
If I think of anything else I'll add it. Now play nice.