Like others have said, I think it all depends on how it’s done. An actual resurrection-type scene would be extremely hard to pull of well. In fact, Gandalf’s is the only really good one that comes readily to mind.
If I’m led to believe that a character really has died, and then that character reappears, I think I’m more likely to feel tricked or manipulated than relieved, unless of course the idea of a return is subtly seeded into the death scene–in which case you simply won’t be able to play that “beloved character dying” drama for all it’s worth.
That being said, a major plot point of one of my stories centered on a character who’s supposedly dead–nobody actually saw him die, but given the circumstances in which they did last see him (rather like Sam disappearing over the edge of a cliff) they all assumed he had been killed. And this was what he wanted them to think…until the night he had a little more than was good for him and called his “widow.”
So it really depends, I think, on the kind of story you’re trying to tell, and your purpose for “killing off” the character and then bringing her back.