I've only had Lydia and I use Healing Hands to help her during a fight sometimes. She did die once during a fight in close quarters with some Necromancers but I reloaded. It was in a little hallway and I probably hit her with my dual-cast firebolt. I felt bad. Now I think I'll just hang back and heal her and let her have her way with them.
the dog of Clavicus Vile, a daedric prince. He is part of a quest but as long as you don't finish it he will stay with you. Problem is that he barks a lot so sneaking is rather difficult