I think the relationship between Dawn and Spike in Season 5 and much of Season 6 is intriguing and oddly endearing. Logical, somehow, that it would be Spike who helps her in her attempt to bring back her mother.
Anya, after her profound speech of non-comprehension of death in "The Body", offers another naive-sounding yet profound insight in her scene with Xander about the creation of children, to replace those who die.
Quite honestly, the first time I saw the last scene in the living room I was bolt upright with terror wondering what Dawn had done and who or what would appear at the door.
Recently I was reading a transcript of that final scene between Buffy and Dawn and I was surprised how emotional I got just reading the lines. Sarah Michelle Gellar and Michelle Trachtenberg play sisters perfectly in those minutes. And what is remarkable is that Buffy starts out reproving Dawn, yelling at her about the dangers of what Dawn's trying to do and why it looks like she doesn't care when she does, while Dawn wails that she's all alone in the world. But as the scene comes to its climax it's Buffy who runs to the door hoping to see Joyce, calling out "Mommy!" and Dawn who kills the spell, and who then comforts her older sister. It's brilliant.
I can't think of a more powerful depiction of losing a parent than those two episodes, "The Body" and "Forever".