Robin >~ Law > Sanji > Nami > Doflamingo
Robin didn't even met her mother or her father until the Ohara incident, she doesn't have much friends but still happy with the Ohara librarians. Then she hide herself in the shadow throughout most of her life.
Law at least have his family and friends until the Holocaust for a misunderstanding of a white disease. He also hide under the Donquixote family and suffered again when Rosinante died. He live his life under revenge.
Sanji is not really sad because he have his mom and Zeff but the constant abuse through his childhood is traumatizing. I'm surprised that he still have the will to live through that. Then his mother passed away and the only person that look out for him is Reiju. And Sanji suffered again when he stranded on an island and starved for 2 months. After that though, his new life with Zeff on a restaurant is pretty normal.
Nami and Nojiko is an orphans and got adopted by Bellemere, they have a good life until Arlong came along and killed their mother. Nami live her life in despair by stealing money to purchase her village's freedom.
Doflamingo is a former Celestial Dragon so his life must be luxurious. But his father decided to come down to the Earth and the suffer start from there, his mother died from illness, they are in a poor condition, etc. Doffy's father's kindness is what makes Doffy the person he becomes today. I wouldn't say it's sad but it's just irritating.