He is my favorite character as well, as you can see from my avatar!
To me, his death was as tragic as Fredo's. And I agree with DonTomasso that the Roman Empire talk scene was one of the best scenes. I have seen Gazzo in just one more movie, something to do with Aligators and he is a cop or something. But he made the Pentangeli character so real. He should have got an Oscar for supporting role atleast.