Honestly, I think Dawn is the only truly innocent person in the entire verse. I don't think they'll ever have her actually taking a human's life - vampires, demons, witches, yes, but I don't think they'd stoop to her killing an innocent. Dawn is Buffy's morality, her innocence. I really, really hope they don't mess with that.
I would say
Lorne is the purest--somewhat ironic since Joss made him easily the most demonic-looking lead.
It depends on how you define "innocent." Dawn is definitely more naive than Lorne, but that's exactly what makes Lorne more innocent in my book. He grew up in what humans would describe as a "hell dimension," and was the very plugged into the LA underworld, which the series portrays as arguably the most evil place around. Nevertheless, he was never corrupted.
Yes, Lorne killed Lindsey, but let's be fair:
Firstly, it was strongly implied he
knew Lindsey would eventually do something extremely sinister.
Secondly, Buffy herself had no qualms about killing beings who were once human that turned themselves into supernatural creatures. Lindsey may have retained his human appearance, but he was just as mystically powerful as plenty slayed by Buffy.
I believe if Dawn had been through what Lorne has experienced in his life, she would be jaded if not evil by now. Lorne's gone through it all, and in his last two appearances, he first turned a corner of "hell" into a paradise, and is currently sacrificing his life by holding together the fabric of the universe.