Jenassa in Whiterun would probably be the best choice. I always use her, myself.
She's in The Drunken Huntsman. 500 gold to hire, she's a mercenary.
She's rather immoral, as she doesn't care if you slaughter innocents - whereas most companions will object to it.
She even admits she likes to kill. All the time. And she says she an artist at it.
I know someone that's getting sacrificed to a certain Daedra.
Yeah, Jenassa would probably be a better choice than Ahtar.
Just cuz he chops someone's head off when you first enter Solitude doesn't make him a bad guy. Executioner's just a job.
Only thing don't like about him is that even though you help him out and become his friend (so he'll follow you), he still cautions you to behave because his dungeon can break even the strongest willed people, etc.
Shut up. The whole of Solitude couldn't contain me if I had a mind to escape. :3