[TokuChris]

Gaim obviously will not die, as he's the main character.
Baron serves as the anti-hero, the nemesis of Gaim (for the time being) and he won't die, at least, not till the end.
Zangetsu and Ryugen are the yin and yang to each other, and both will survive to further the development of the other. One may die much later to serve as more character growth, but it wouldn't be until the final stretch of the series.
Kurokage and Gridon so far have only proven to be there as a "thorn in the side", kind of like henchmen to Baron. They've shown no heroic traits, only villainous ones, and their costumes simply are not inspiring or exciting.

Plus we've seen no solicitations for any toys

I assume they will continue to serve the role of "annoyance" until they are finally killed, probably at the emergence of the real "big bad" of the series.