Four: the one who dies because of the Virmire choice and Thane, as well as
Legion and either Wrex or Mordin.
Everyone else can be saved.
Liara, James, and EDI are easiest to save, as there is no opportunity for them to die. Next is the Virmire survivor, as after that, they'll live through the next two games, provided you can charm/intimidate at the proper moment in Mass Effect 3. Then comes Wrex. Between Mass Effect 1 and 2, he can only die on Virmire, but is easily saved with charm/intimidate.
Then comes your Mass Effect 2 squad mates. Any who are not loyal will likely parish in the suicide mission. Loyalty automatically grants them a magic character shield for Mass Effect 3, excepting Thane, who wasn't expected to live past the suicide mission due to his illness anyway. Some of your other Mass Effect 2 squad mates can also die in Mass Effect 3, despite the character shield, but it's usually fairly easy to save them.
Mordin can be saved during Priority: Tuchanka, but it means sacrificing Wrex a little later.
Either Tali or Legion will commit suicide during the Priority: Rannoch mission. Legion, through disseminating his upgraded processes, or Tali, due to the quarians being slaughtered by the geth (in which case Legion will already be dead from the upload). Legion may also become violent, in which case, you'll be forced to kill him.
Unlike Tali and Mordin, there is no way for Legion to survive Priority:Rannoch.