Yes, despite my best efforts I can't seem to dismiss him. Before I hired him I would tire of my followers rather quickly. They didn't seem very useful, lacked personality (of the nonannoying variety), and tended to get in the way too much. Marcuio has his little faults, for instance, sometimes he ends my fights too quickly. I don't like having the thrill of a kill taken from me, but... ah well. It kind of put me off the first time I dismissed him and he came back with, "So you think you can make it on your own then. We'll see about that." Then, after getting almost destroyed in a nearby ruin, I hired him again. He's a badass and he knows it. Luckily, now that I'm higher level, the discrepancy isn't so great.
I swore on my current (and second) playthrough I would do everything differently. But I still ended up hiring Marcurio, just like with my first character, because I ended up getting to the point where I was dealing with dragons too frequently but without being leveled up enough with the right skills to bring one down and even have a chance at killing it. The only quest-related follower I'd earned was a Nord melee fighter who was good enough in close combat situations against opponents who couldn't blast you from mid-air but hopeless when it came to helping me survive a dragon attack. After dying and getting a reload numerous times trying to kill the same dragon somewhere outside Riften, I finally gave up and checked my purse and reloaded all the way back in town where I told my Nord buddy to head on back home so I could hire Marcurio. 40+ levels later, he's still with me. He's even better now because I haven't married him this time, and I could swear that marrying him must've blocked or "switched off" some of his best random follower dialogue because I'm hearing stuff I never heard before, and I kept him as a follower/spouse for longer than this with my first character. I know some people find him arrogant and off-putting but I adore him, he's great company and almost never fails to amuse.
Favorite recent one-liner: somewhere in the Reach we have to clear out a large Forsworn encampment. I'm mostly melee, running directly into the fray, he's off doing his awesome ranged magic thing and blasting people with some staff I gave him... so, we often get separated for the entire duration of an outdoor battle like that and when it's over I have to look around for him and wait for him to find me and return to my position. Anyway, I'm standing there surrounded by all these dead bodies and he comes running up through the human debris, stops a few feet away, and deadpans:
"These Forsworn don't even have the decency to dress right."
And the timing, it was perfect.
Also some great lines from him when exploring dungeons... "Would it be foolish to stop and light a fire? I suppose it would."
And, in the middle of some Dwemer ruin, after fighting our way through all the little tricks and booby-traps and maybe a dozen or so very determined opponents, the last one of which was a bandit chief who was much more skilled and better equipped than I was at the time... I had to turn and run away a couple times just to get time and distance to pop enough healing potions to not die before he caught up and hit me again... well, when he catches up the last time I turn around just in time to see Marcurio hit him with a blast of lightning from the balcony where he's just finished taking out the last of the remaining "lesser" opponents. I hit him once with my mace and that's all she wrote. As usual, Marcurio comes running back to me, over the corpses and through the blood, stops, and says: "You know, the Dwemer were renowned for their use of ingenious traps. We should probably be careful in here."