From what I heard, the death of Jenny Calendar, while she wasn't one of the Core Scoobies, shocked a lot of BTVS fans.

I can't blame writers for only killing characters when it's "safe" -- those actors are contracted, and if they're doing good work, why put that actor out of a job? However, when they pat themselves on the back for being "risky," like you said, then it gets annoying.