Yes, if this is indeed going to be a trilogy, she must be killed off in the second film. I feel like killing her off in the third film would end the story on a really somber and sour note. The second film is where that should happen because, as I've said before, you will have a really interesting arc for Peter Parker in the third film. As much as I'd like to see more Gwen, realistically, if it's going to happen, the second film is the time to do it.
I wouldn't be too worried about it being compared to The Dark Knight, either. The fact is, the death of Gwen Stacy is one of the most iconic, heartbreaking and talked about moments in the history of comic books. And if/when it happens, it may rival TDK on those terms. If, after seeing that epic scene take place in a Spider-Man film, some moron can only muster the words "Well they just copied The Dark Knight!", I will personally get up out of my seat and slap the taste out of his mouth.