On my very first play through I killed the shop keeper at the Pawned Prawn because I wanted to rob his place. I was testing out if I would get busted if I killed everyone in the building.
Turns out I couldn't do the Thieves Guild quest because I couldn't collect his debt and so a good portion (I discovered in subsequent play throughs) of some of the most fun (and cool armor to my mind) I could never see because I killed a vital guy.
So now I am gunshy about it. Although after finishing the Companion story line and moving on a very far way in the game I went back and killed Ria and the Elf from the companions for being rude. None of the other companions seemed to mind
