This just brings up a couple of issues for me, not necessarily directly related to your original question...so apologies if I'm getting too off-topic.
My child that died was stillborn. Some people do not recognize miscarriages and stillbirths as a death or loss, and while people are certainly allowed to feel how they feel, I do not think people should push that belief on others. I was in labor (painful in itself) for 12 hours, knowing the whole time that my baby would be born dead. I can't say it's the worst thing anyone will ever go through, but I can say it's one of the worst things I've gone through. And even though I gave birth, I wasn't given a birth certificate...or even a death certificate, but the hospital did file a 'fetal demise' report. Wow, that makes a mother feel good (NOT!). People would say to me, "At least you didn't know it." Good as their intentions were, it's the not knowing that hurts so much. Not a day goes by that I don't ask myself, "I wonder what she'd be doing now if she had lived?"
And with my grandmother, I became her primary caregiver. I took care of her much like a mother takes care of an infant. I basically watched her die slowly. I saw her give up (after my grandfather died, she said she didn't want to live anymore and that they were supposed to go together). Every day I spent with her was another day she got closer to death. She had had cancer for a long time so it wasn't a shock to me that she was going to die. Still...it was (and continues to be) difficult...in ways I can't begin to express yet because the emotions are still fresh and raw.
I guess what I'm trying to say is that I don't like 'society' trying to dictate how I should feel, how one of these losses 'shouldn't count because it was just a fetus' and the others aren't that tragic because I knew they were going to happen and I was supposedly prepared for it. (But oh well, I don't have to listen to society, do I?)
Why weigh and measure our pain against each other when we should share sympathy and support? Every loss makes someone "less" (motherless, childless, spouseless, friendless, etc.) and as REM sings..."Everybody hurts..."
I know I said I don't like people discounting my losses so I hope sharing my feelings here hasn't made any of you feel like your losses don't matter. While there may be different circumstances surrounding each loss and individuals deal with each loss in their own way, pain is pain and losing a loved one hurts.
BTW, I have a couple of pages on my website with writings dedicated to my daughter and grandparents if anyone's interested. Technically speaking, the writing probably isn't so great, but my feelings are there for all to see. I believe the URL to my site is on my profile. Go there, then to "Writings" then look under "Memorials."