In fallout new vegas, markers were added on the world map to help find them. I would love this feature on skyrim, as my follower (Lydia) disappeared when I started the quest " A night to remember".

Anyone else?

I lost my dog on my first playthrough.

Would be handy actually. The only problem would be that if you were showing the 'live' position of all followrs it would probably have an impact on performance...

sure but I mean just the active follower

If you have Aela as follower and the radiant quest about asking for more tasks for them active she would be an quest target.
As soon as the CK is out it will be trivial to make an quest where the active companion is an quest target.

I feel the game has a few too many markers already, but I would not deny the option of having the markers to those that like them. I think a mod as mentioned above is the best way to go. I wouldnt use the mod, others would see it as a godsend.

i kind of like the immersion from not being able to find your trusted companion, or faithful dog. The only time I have really "lost" either one was when they were killed. Lydia was killed in one characters life, in a cave, by my own hand in a very dramatic way. She was killed on a character I deleted early on in a Dwemer ruin by a group of Falmor and a reaper when she had run ahead of me as my health was low. Kharjo was killed by the dragon attack on the west tower, the first dragon fight on my mage character. it happens, and each time(except the one......sniff*) I have had to go back and look for them after waiting just enough time to make me worry. Finding them crumpled up on the ground is really sad.

Each time I have that long wait, I get that "oh no" feeling as I go back for them. It is a relief when i find them in good health, just lost in the tunnels or ruins trying to find me, probably feeling the same way I did when they couldnt find me. (yes I know its a game, but if you cant RP even a little in an TES game, you are missing out). I sort of wish there was more userinterface control. I would probably leave on certain markers, like the find a book ones, but the quest markers that send you to a living person are sort of immersion breaking at times. I would rather have to seek them out through questions to NPC's, like in the old Daggerfall style and actually have to track them down, rather then follow my compass right to their feet all the time.

But anyway, a mod should solve the issue. unless you are on console. in that case, tough luck