And with that, I have to agree. Not saying that Sasuke's past isn't tragic but I believe Gaara had one of the saddest and tragic pasts... I mean, having your own father trying to kill you at every step, more or less, must be really mind-fucking, excuse my language.
Yes. And for me it's not just that. What intrigues me is the bloodlust that controlled him before his first "death." And how he essentially descended into madness while he was jinchuriki, ironically serving as the ultimate weapon his father wanted but couldn't control.
Most of all, though, is the whole thing with Bunpuku -- how his priestly ways influenced Shukaku, who in turn influenced Gaara. Gaara himself behaves very much like a priest -- reticent, deep, controlled, profound, almost poetic -- and was even in his darkest days.
From my perspective, Gaara is hands down the most interesting Naruto character I've written in fan fiction. My favorite by far.