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"As much as I wish for the happiness of someone, someone else must be equally cursed."
This is Sayaka's most icon line (next to "I won't regret anything!") and for good reason. It describes herself, but also the entire concept of "magical girls".
Kyuubey grants the wishes, and in return, a girl becomes cursed becoming a magical girl. Every character (*at least in pmmm, not magia record) becomes cursed at the expense of helping someone else.
Madoka(mi) ends the curse for all magical girls and her friends, but she and Homura becomes the most cursed of all. Madokami bears the weight of the whole universe on her shoulders; Homura's love made her into an object of worship.
Homura ends Madokami's reign (therefore un-cursing Madoka) at the expense of becoming more cursed herself, and cursing the rest of magical girls. Homura losses herself, her mind, and Madoka all for the sake of allowing Madoka to become human again. She can't interact with Madoka, but she can watch her inside her gilded cage; and that's "all" Homura needs
Sayaka is the most poignant example of this; with her "role" being to showcase the ultimate curse of all magical girls. She's determined to make a "selfless" wish (disguising her true "selfish" desires) despite how much Mami warns her against it. Sayaka losses the control she wanted to gain, and losses her mind. Mami's facade left such an impact on her she's dedicated herself to portraying herself as the "perfect magical girl" that never existed nor could exist in the first place. She becomes more cursed bearing the curse Mami left for her, and pushing away the one person who could help her because Kyoko doesn't line up with Sayaka's deluded image of how a magical girl should be. Sayaka curses the people around her up until her curse is ended by Kyoko.
Kyoko makes the most selfless wish of them all, and the most people become cursed as a result. The ones she loved and wished for the sake of in a genuinely selfless way had enjoyed her wish for a while, until the wish could not longer protect them. Kyoko's whole family and life went up in flames as a direct consequence of her wish; because of that, she's decided to live only for herself because she understands best the curse that comes with selflessness; the curse that comes with love. I don't know if it's directly confirmed when Kyoko leaves Mami, but I theorize it was shortly after the death of Kyoko's family; the time Kyoko lost her selfless heart and could not longer connect with others as a result. Kyoko stays that way until Sayaka; Sayaka is the antithesis of Kyoko and yet the same as her. Kyoko relieves the curse on herself and Sayaka with their deaths; the only way to end the curse of a magical girl.
Mami's wish is the most selfish (*objectively) and so the fewest people are cursed (one could even argue that the only one cursed by Mami's wish was Mami herself). Mami's curse is a "self-fufilling prophecy" of sorts where she isolates herself and fully dedicates herself to being a magical girl from the fear that she'll end up alone again and/or that anyone she comes into contact will suffer/die. In a sense, this is true, as the rest of the Holy Quintet do in fact suffer, die, become witches, and so on. Mami didn't even really get to make a wish; she simply had an opportunity to survive and took it, and was forced to suffer as a magical girl because of it. The impact she leaves on Sayaka and her trying to convince Madoka to become a magical girl are curses she imposes without knowing the extent of her actions, nor that her actions are in any way bad; she's gotten swept up by the lies of the incubators and has become someone who curses as a result.
Nagisa is an interesting case because she deliberately curses herself and the people around her. She knows that she COULD wish to save her mom, but prefers the idea of making her mom indulge in her revenge: the world's tastiest cheesecake. The cheesecake Nagisa wished for instead of her mother's health. She becomes a magical girl, with the knowledge she'll never not be a magical girl again, all for the sake of revenge.