So..how do you deal with death?

My grandmother passed away. She has been fighting various cancer's for over a year now, maybe even longer...so her death was not a huge surprise. We were not close, but I feel really terrible for my dad...I know they were really close and he stayed positive through all of her sicknesses. I am really greatful that she started going to church a few years back and even got my dad going. Is there ever the "right" thing to say? How do you explain it to your 4 and 5 year old? Its just a really tough thing to deal with and I fear that I have been sheltered from most of it though out the years...ugh!