Shinn, Athrun or Kira won't die. I would say that those 3 are the only ones that are 100% immune to death in this series.
One thing i'm rather sure about is that Shinn will defect from ZAFT- He can't become the shows hero if he doesn't. Don't try to lie to yourselfs you all know that Shinn, Kira and Asuran will share the final spotlight.