Pretty general question for something so situational. I would say, like many in the thread, to study scenes you've found particularly effective. Avoid the "everything stops for the dying guy's soliloquy and everybody gets perfect closure" death scene.
Choose instead something which works with your story (spoilers for the last few years include Fargo, Casino Royale and Game of Thrones):
Is the death sudden and unexpected and therefore shocking (The Departed, Serenity, Lester's second wife in Fargo, Neil in Dead Poet's Society)?
Does it force the characters to pursue their goals without the guidance they've had in the past, or otherwise change the dynamics of the story and pull the protagonists from a sure footing, forcing them to act on their own? (And yes, the "death of a mentor" schtick is overdone, but when it's pursued with a little thought and different pacing can work well—Gandalf, Dumbledore, Don Corleone)
Does it recontextualize a character we've known in some way and thus have an odd tone to it as well? (Vesper Lynd in Casino Royale where the death is tied into a secret life, again Dumbledore's where he goes from almost infallible to extremely vulnerable in a shocking way before his death)
Does the death occur without any real closure, or even completely off-camera? (Benjen in Game of Thrones is a case which feels really unique and honest to the situation the characters are in, as long as he doesn't show up again, and there was a suicide of a major character in the TV show House which I think is also really compelling and calls back to the unanswered questions many real-life deaths have)
Does the death involve sacrifice or reveal itself as part of the dead character's plan? (too many to mention)
etc. etc. etc.
There are so many ways even within power fantasy to pull off a death without the played-out scene filled with closure, from the "blaze of glory" death to humiliating and tormenting and destroying a beloved character.