Because, Heath Ledger was a talented actor who had his life cut short once he really got to spread his wings. He got a chance, but he could've done so much more if he lived.
I also hear he was a good person to know.
Don't get me wrong. We don't admire him just because he died. If he had lived to see the Dark Knight premiere, people would still be praising his performance.
Edit: For all of you saying he commited suicide, NO he did not. It was an accidental overdose. There is a difference in taking pills to kill yourself, and taking too many accidentally.