On my first character, a female warrior, I chose Aela. When you first meet her, she's way out of your league, being a leader of the companions. Not only that, she's such an untamed spirit, not even the leader of the companions could rein her in as she relentlessly hunts down the Silver Hand.\
But at the conclusion of the Companions arc, you're made the new leader, and she's now available. So I married her and now she cooks for me, runs a store, and still finds time to accompany me on my adventures. I tamed Aela the Huntress!
Oh and it's really convenient to ask her for a mission, bring her along for the kill, so she'll be right there for you to hand it in when it's done, and then ask for the next one, and rinse and repeat.