I'm currently running a Pathfinder game where the characters make the decisions and shape the plot. However, I'm worried about what will happen if one of the characters dies, simply because the character dynamics would shift. My players, and therefore their characters, decide where the important plot points are. My players don't know that I don't want them to die, but when one of the characters fell victim to a critical hit, they died. I put them on a sidequest to resurrect him, with character plot points and penalties (they only had access to Reincarnation, not Raise Dead). So there's a precedent set, and I don't want them thinking that the GM Ex Machina is going to save them every time they get critically hit.
What are some ways I can punish the PC's for bad decisions without "You die, roll another character?"