I wouldn't say he was funny.. but I do find myself already missing him. He brought this unique tension to every scene he was in because one never knew which way he was going be feeling. He was a really good psycho, made even better with his power.
I felt robbed when Rob died, because it could have built into an epic battle between Lannister and Stark but Tywin checkmated him by taking advantage of a previous blunder (Rob breaking his oath that allowed him to pass the two towers). Joffrey dying I feel more justice than anything because of how much of a monster he was, and it was a matter of time before he was assassinated.
So even if I were to miss him, I can see how his death is fitting and can cope with it better than other deaths. Drogo really hurt too because of how badass he was and just how pitifully he died.