Sad day. Not unexpected, since he was 93 and wasn't in the greatest of health.
He is obviously a legend, for me it is his role as Saruman that I will always remember him for. Lots of great Christopher Lee material in the extended extras for the Lord Of The Rings films which I am tempted to watch again. One of my favourite Christopher Lee stories is for his death scene in Return Of The King, when they were directing what to do when he gets stabbed in the back and he says "That's not the sound someone makes when they get stabbed in the back... it's more like this", and they were just like "Ok, you know better than us."