Dobby was a trouble-maker from the start. He caused Harry all manner of problems when he first came on to the scene in Chamber of Secrets. At that point we knew nothing of house-elves--of their enslavement to (often cruel) masters or the pleasure they take in their bondage. House-elves as a whole present interesting concerns for us regarding human rights, but they are clearly more than that: they are creatures with a purpose.
As Dobby changed from petty annoyance to Hermione's lone SPEW success story, he started to become a character both loveable and pivotal in the fight against Voldemort. Heading into Deathly Hallows I had one question bugging me that I was genuinely concerned Rowling would not address, and that was how Dobby could apparate inside Hogwarts. I hoped she would answer it; instead, it became critical to the plotline.
It turns out, like most wizards, nobody much cared about the question of house-elf magic until it became necessary to understand how Kreacher returned from the cave, Horcrux in hand. Then, for the first time, Harry realizes the kind of power that creatures like Kreacher and Dobby had. They are bound to different kinds of magic than wizards. That, more than anything else, is what makes them powerful. Theirs is a servant magic; one that eschews selfish power for selfless obedience.
In the end, Dobby gives himself to save his friends. It is exactly the kind of thing we can expect from a house-elf. Unyielding servitude. This is that which Voldemort did not understand, as Dumbledore said,
That which Voldemort does not value, he takes no trouble to comprehend. Of house-elves and children’s tales, of love, loyalty and innocence, Voldemort knows and understands nothing. Nothing. That they all have a power beyond his own, a power beyond the reach of any magic, is a truth he has never grasped.” (DH, ch. 35).For all these reasons, Dobby's death is moment #9.
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