TUCSON, Ariz. - The federal judge killed in the Arizona shooting rampage was known for an immigration ruling that got him death threats, but on Friday he was remembered as a man devoted to his family, his basset hounds and his Irish-Catholic heritage.

U.S. District Judge John Roll had stopped by a supermarket meet-and-greet for Rep. Gabrielle Giffords on Saturday when he was killed, along with five others. Giffords, recovering from a gunshot wound to the head, was still in critical condition, but progressing.

Documents released Friday showed that shooting suspect Jared Loughner, 22, bought bullets at a Walmart, posted "Goodbye friends" on the Internet and took photographs of himself partially clothed and holding a gun.

Roll's funeral Friday came amid tight security, as police officers and SWAT team members patrolled the neighborhood around St. Elizabeth Ann Seton church. About a dozen coach buses brought judges who knew Roll over the years.

The speakers focused less on Judge Roll and more on John Roll, tender and at times goofy, and largely hidden from those he served.

"It made it very personal," said Carol Bahill, 61, whose husband knew Roll from his undergraduate and law school days at the University of Arizona. "You do feel like you knew something about him personally."

The news media were barred from the event at the request of Roll's family and for security reasons. The Associated Press interviewed mourners, such as Bahill, as they left the service and got an account of the funeral.

Roll's older brother, Ed, told mourners that his family moved to Arizona from Pittsburgh when Roll was a child because their mother's health was failing and doctors thought the weather might help.

When Roll's mother eventually died, of a heart condition, the future judge was just 15.

Her death deeply affected him and he changed his middle name from Paul to his mother's maiden name of McCarthy "to keep that part of the family alive," Bahill said.

His brother said he stepped in as Roll's de facto parent, driving him to school and chaperoning him on some dances.

Bahill said she appreciated gaining more insight into the private life and personality of Roll. His funeral comes a day after the youngest victim, Christina Taylor Green, was eulogized, also at the same church.

Many members of Roll's family, including his sons and five grandchildren, participated in the funeral Mass and speakers also included a childhood friend, his chief clerk and a colleague on the federal bench.

The service ended with a rendition of "When Irish Eyes Are Smiling."

Before Jan. 8, Roll, 63, was known for the death threats he received after his ruling in a border-crossing case two years ago.

He needed 24-hour protection after he said 16 illegal immigrants could file a civil rights claim against an Arizona border rancher.

Roll had stopped by Giffords' event after attending Mass to see the Democratic lawmaker and thank her for her fight for more federal judges in southern Arizona to help with a dramatic increase in felony federal cases linked to illegal immigration.

Giffords' husband, Mark Kelly, was among the mourners Friday. In a brief news conference, her doctors said she was progressing in her recovery.

A law enforcement official, speaking on condition of anonymity because he was not authorized to do so, said that authorities have photos of Loughner posing partially clothed with a Glock 9mm pistol. Walgreens turned the photos over to the police. Loughner took the 35-mm film to the Walgreens to be developed on Jan. 7, the day before the shooting, according to the official.

Roll's death leaves a huge hole in the federal judiciary in Arizona, not just because of his reputation as a fair-minded and hardworking jurist, said Paul Carter, assistant attorney general for the state of Arizona.

He was a vocal advocate of getting more help for the state's overtaxed federal bench, Carter said.

"Our court down here is already quite over-stressed with a number of issues relating to the border especially and Judge Roll was a champion of trying to get more resources down to southern Arizona," he said.

Kyl and McCain said they will propose that a soon-to-be constructed federal courthouse in Yuma, Ariz. be named the "John M. Roll United States Courthouse:"

The speakers at the funeral, however, did not dwell on Roll's killing. They focused on lighthearted moments from his life.

The judge's lifelong friend, Rev. John Lyons, recounted how as boys it was not uncommon for Roll to find himself sitting on a different kind of bench - the one outside the principal's office.

Other speakers joked that Roll was "spatially challenged" and got lost driving to McDonald's. He once backed his car into his own garage and on another occasion ran into someone's classic Jaguar.

"That's always a good thing to hear, that people do things like that, like the rest of us do," Bahill said. "It made him very human."

Roll's brother, Ed, also told of the family's annual camping trip to Lake Roosevelt in Arizona for Father's Day, which drew strenuous objections from the judge's wife because of temperatures that reached into the triple digits.

"She called it the vacation from hell," said Bob McLaughlin, 64, who recounted the story told at the funeral.

Some of Roll's neighbors said they never suspected his line of work, particularly because Roll never seemed pretentious and enjoyed everyday activities, such as walking his two basset hounds every morning and spending time with his wife and grandchildren.

"He was just a neighbor," said George Kriss, 70, adding that the last time he saw Roll a few weeks ago, "he had blue jeans on and just a very normal shirt and was hanging onto a couple of leashes."