As far as sad goes I guess between Gaara or Hinata....now this is the way of how I judged it.
Yes it sucks that your family is killed or you have no parents....but that is harder then sad (still crazy sad).
Point is, Gaara and Hinata both had parent(s) that despised them. Gaara grew up having people constantly trying to kill him, though it was tests to ensure the safety of the village. Hinata, while not really having it so hard, grew up as an embarrassment to her father. Despite how hard she worked, she never met her father's expectations so he basically labled her trash.
IMO I find it sadder when someone HAS family, but are neglected, ridiculed, and cast aside by the ONE thing that should always encourage you....
Since Gaara's dad had a reason to protect the village as opposed to Hiashi's flat out neglect...I guess I'll vote Hinata....she had a family of nobility basically and her father treated her like for for not having natural genius. On top of that, she was hated by her cousin just because she was Hiashi's daughter.
After them would be Nagato as he had to grow up in a war torn system...and kill his best friend...