Zeta, if you are talking about the annoyance of losing party members because of losing some excellent character-exculsive skills, the DS version of FFIV introduces the Augment system. It is a system in which when a character leaves your party for good, you receive their skill to add on other characters. You can also add 2-3 augments to any non-permanent party memember, and recieve 2-3 of their own special skills when they leave for good. That's probably why this version is significantly tougher than any of the other versions since they partly want you to take advantage of augments. You woulding be able to get them all on your first playthough which is why there is a New Game+ in this version.
However, if you are talking about the annoyance of losing party member because it effects the quality of the story, welp...this is Final Fantasy, dude.