Kenny McCormick has been dubbed the "lucky one" because he dies in every episode.  So far he has died in the following ways, among others:

-killed by baby Jesus' halo
-killed by Santa Claus
-shot by a UFO, stepped on by a herd of cows, then run over by Officer Barbrady's car
-shot by Mr. Garrison, then landed on a flag pole honoring the arrival of Kathy Lee Gifford
-a flaming ball of lava fell on him, twice, then shot by Uncle Jimbo's friend Ned, after learning the folly of guns
-decapitated by the Middle Park Cowboys
-microwaved by Stan's clone
-killed by Death
-killed by the MIR space station, then killed by Kyle with a chainsaw, and finally killed when a statue of an angel  falls on him and a plane crashes on him
 
 

Another distinguishing feature of Kenny is He mumbles when he talks and only the other people in South Park can hear him.  The funny thing about this is that everything he says is either very profound or very perverted.

Also, ever since the Halloween episode, we have discovered that Kenny is poor.  Who knew?