The way I see it, Prue Haliwell played by Shannen Doherty was meant to die. Since the 1st season, the way the show was going with them going back in time or to the future showing Prue with a really bad life. So the only way to get her out of this was for her to die, just like her mother did. To me it really seemed like it was her destiny to die because of how her life was going.
In the third season, episode 22, "All Hell Breaks Loose" it shows Prue die. Many people still wonder why she died, and why Leo couldn't save her. Well the answer to this was, she had to die, there was no other way possible, they screwed up, and they had to pay some price for it. Whether or not Prue died from the hands of a demon(Shax), she would have died from a gunshot to her head from the FBI! There was really no other way, it was either 2 sisters die, or 1 sister, and well that faith was chosen. Plus Shannen Doherty and Alyssa Milano hated each other.