I think Days was the most saddest KH (i've spoiled BBS for my self already XD)...but BBS doesn't give me AS an empty feeling (the empty feeling is still there) but days actually made me really sad and my heart actually ached when I finished the game.
In BBS (for those who spoiled and seen the secret 'movie' thingy...it gives you a little sense of hope :D). In days, you already know (if you've played KHII) what will befall Roxas and Axel :(
I didn't really think RE:COM (or COM ur choice lol) was overall that sad, sure Sora loses his memories of Namine, but if you watched KHII:final mix in one scene before fighting Xemnas (first form I believe (?)), Sora actually says 'thank you Namine', So i'm thinking he remembers the promise that he made her or something like that.
Overall I think days is the saddest IMO because 1. Roxas loses his 2 best friends (and has to be forced to kill 1 of them) and gets captured and lives a lie before giving up his physical form to merge with Sora, 2. Xion dies and everyone forgets about her existence and 3. Axel loses his 3 best friends friendship (and yes...I guess Saix counts too haha), forced to eliminate Roxas and in the kills himself for the sake of Roxas/Sora.
So yeah D': my favorite Trio outta the 3 (BBS trio, KH trio, days/nobody trio) would probably be the Nobody trio because all 3 of them suffer terrible tragedies and the BBS trio 2nds in my books :P