Regarding companion deaths, it only happened a handful of time in the (television) series:
Katarina in Dalek's Master Plan, after she got sucked out of an airlock:
Sarah Kingdom after she gets aged to death by a Dalek time bomb in that same story (debatable if she counts as a companion, she was only in one story. On the other hand, it was the longest story of the show's history):
And Adric of course, a death nobody in the world was sad about:
That's not counting 'companions' that were only there for one story (as I said, Sarah Kingdom is debatable), and Amy and Rory, who, although we've seen their grave, lived a full life after their life with the Doctor.
It's not unheard of, but I don't think a companion dying is the most interesting way for a companion to leave, or for a story to end. I don't think you can equate it to the Time War though - if the Doctor would have done that he would have consciously committed genocide against his own people, and I agree with Moffat that that doesn't fit the character at all. I'm not saying Clara won't die, but I personally don't think of it as taking the easy route if they don't let her die.
Edit: I should maybe also add Peri. When you watch it it's obvious the original intention was for her character to die (also confirmed by the actress, who favored that idea), but in the end they copped out and stitched some old footage together to make it look like she survived and married Brian Blessed. Truly a fate worse than death.
Also it made no sense for her character.