Xander Harris is the character I empathize the most with on Buffy. Xander has a lot of heart - and he wears it too close to the surface most of the time. He's a perpetual nice guy, who manages to get shafted in entirely believable and realistic ways, over and over again. Xander will always be your friend, but he will only be your friend. He's oblivious to some of the most important and complex things in this world, but he means well. He keeps people happy by being funny, but that's never enough. He's the most tragic of the Scoobies, since he has no special knowledge, and no special powers, but he still wants to fight the good fight. I don't know exactly why he leaves Anya at the altar, but I imagine it will hit home just as strongly as most of the recent events.
Giles runs a close second - he spends most of his time learning arcane lore and reading books - but is often forgotten by people except as a source of information and a last resort. He's old-fashioned, with a sense of what is important. His self-assurance comes from his tenacious ability to research and learn, but his esteem is slowly eroded by his removal from the Watchers' Council, and his estrangement from UC Sunnydale college life.
Also - Season 5 of Buffy is one of the most depressing things I've ever watched in my life - as tragedy just gets piled on top of tragedy, it reminds me a little too much of a few years ago, minus the metaphysical combat and elder gods seeking revenge on mortals.