That scene when Hank died messed me up. It really did. I assumed it was coming, but just the way it happened (when he said that Walt was being stupid for such a smart man, because he made up his mind 10 minutes ago) made me bawl harder than when I watched the Notebook.
I don't think Jesse will die, not until at least the finale, other wise they would have just killed him during that scene. I think Walt will end up saving him from that meth warehouse, but that's just my prediction.