It's kind of hard to describe what I'm looking for, but here's my try.

I'm looking for a story where main character(s) doesn't always pull through or make a comeback immediately after losing. I want to see major (really major, not just introduced early on.) characters actually leave/die/disappear/change.

Halp! 🙂

Pluto and 20th Century Boys

I can only think of Gantz, if you haven't read it before. Lots of important characters die, don't read the spoiler unless you want to be spoiled.

The main character dies later in the manga.

[img]http://i404.photobucket.com/albums/pp129/hehsy5sy5/Untitled-1copy-1.jpg[/img]

princess maybe? 😕

since your lists aren't public, i can't help much.

I second Gantz. Also you can try

Where at least 1 major character dies/leaves forever/changes.
Death Note
X Warning you now, this manga is currently on hiatus though the anime does a good job of creating it's own ending.
Full Metal Alchemist Maybe not major but at least significant.
Akuma no Ororon
07 Ghost
Nabari no Ou
Vampire Knight
Diabolo
Angel Sanctuary
Chronicles of the Cursed Sword
Fushigi Yuugi

Other manga with great intricate plots.
Vampire Juujikai
E's
Spiral: Suiri no kizuna

I wasn't sure exactly what you wanted so just losted as many as I could so some may not fall into you desired specifications but all are good manga. Hope it helps.

The pen is mightier than the sword...and considerably easier to write with.