My game is brutal and fair.
I find that generally it is unusual for anyone to die in the GURPS system, but one can be easily incapacitated.
When it comes to character death, I prefer not to kill off characters if it can be avoided without disrupting the story too badly. Creating characters is an investment for both me and the player, and I try to treat it carefully.
However, I will not hesitate much in making combat hurt, both in a temporary and permanent sense. It is quite probable that a long-running character, or one whom engages in a lot of combat, will be scarred and even maimed.
To be in character is not an insurance against being hurt or killed. If one creates a character unable to keep himself alive, he will die. This of course goes for disadvantages like Berserk and On The Edge, but also for Bad Temper and confrontational attitudes. My plots frequently contain enemies too powerful to confront directly.
I will however permit a player character to try to take out any nonplayer character, provided it is done in character. None of my NPCs are "too cool" to die, though an extremely powerful character, say a Grand Master sorcerer, is practically unkillable.
I find that player character death can also enhance a game, provided the death fits the character.