Lincoln? Maybe, but probably not. With the war over, and the Federal government pretty much grown as much as it was going to, Lincoln went out at the pinnacle. His second term wouldn't have been anything as dramatic as the first.
Kennedy? Definitely. Contrary to popular belief, Kennedy wasn't all that effective a president alive, but was very successful dead. Johnson was able to use his ghost to pass a LOT of legislation, and stayed Kennedy's course in Vietnam.
Martin Luther King was also a groundshaking assassination for America.
Kennedy and King's kilings together gave impetus to a lot of gun control legislation.
For the all-time most signifant, I have to agree, the assassination of Archduke Ferdinand. It didn't just lead to World War I, his killing also laid the groundwork for the rise of Hitler and World War II.
One dead guy, good for the two most catastrophic wars the world has ever seen.