I have a question for someone who read all the books at the same time and, of course, wasn't spoiled. Think back to the whole series...would you say Sirius's death was more shocking than Dumbledore's? In my case, of course it was, by Book 5 we didn't really have as many clues as to where JKR was going, and, of course, we were too fond of Sirius. Dumbledore, however, had to die, that I could see from the beginning. He was a marked man in my mind since I realized he was like Obi-Wan.
Dumbledore was clearly Dead Wizard Walking, in my mind at least, from the moment of his conversation with Harry about the Mirror of Erised. I never doubted he would be killed off, because it's such a long established pattern in the Hero's Journey.
But even with knowing he was going to die at some point I was still more shocked by Dumbledore's death, especially the manner of it. Sirius' death had virtually no effect on me; I was never emotionally invested in the character so it was kind of a meh moment for me. Also the "death by drapery" thing was really ridiculous, I thought; not the idea of "beyond the veil" but the execution.