Nicest Coral for me was my frog spawn. It was only 2 heads and it was looking great...then one day it all sucked it and "died". I was going to remove the rock it was on but left it in, after 2 months a few small heads came back...6 months later it had 15 heads and was double the size when opened up.
Then I transferred tanks 4 months ago and it "Died" again. But today I have 6 heads on the original body. Along with 3 different branch's which broke off have 2-3 heads each as well....So while I havent really "lost" this coral it sure has given me some stress over the last 3 years. Easily my favorite coral.
Other than that I have only really lost cheap corals like a few small zoa frags, Cabbage Leather Coral (really cool

) and Xenia...it wont grow no how for me