Hmmm.... I'll try to avoid psychological ruminations about my feelings on the subject, but I'd mainly say my reaction has been extreme surprise. There are all sorts of well-known celebrities who are making an absolute mess of their lives; quite frankly, I expected that one of their names would be in that headline. The fact that it was Heath Ledger came as a complete shock.
I am acquainted with someone who has worked with him and by accounts, he was a very decent guy and a hard worker. And remember, he lived his life in a goldfish bowl - the price of a profession that is so public. How many of our own lives would hold up to that close a scrutiny? I admit that parts of my own past would not.
At any rate, the bottom line for me is I enjoyed watching his movies and I do think it's a pity that we won't get to see he and his career mature.