Ok, so before you give all that: this has been posted before, there are n threads/topics/posts like yours, I wanna say to you all that in my opinion J'Zargo is overrated and further I'll delve deeper into the psychology of the follower picker.

Yeah, you got that right and let me explain why: after spending almost 60 levels from which 95% of the time with Lydia, 3% with Argis the Bulwark (he's my bro), and the other 2% with different quest related followers, I decided to take on The Big Guy (Alduin) along with starting the College of Winterhold quests (I have planned this in order to have all the dragon priest masks before entering the Bromunjaar Sanctuary that's related to The Staff of Magnus). Also I have not taken part in the Civil War and I'm currently on the way to set up a peace treaty with Arngeir in High Hrothgar...

Getting back on topic, after deciding to embark on this journey and being advised that Blackreach was a hard 'dungeon' (which yesterday I found out was not), I started documenting myself on getting a tough badass [censored] follower to assist me and mainly to tank because even though I can handle myself against all enemies (I'm a light armored, one handed, sneaky type), I decided to rise the skills that haven't been used (All magic schools, Archery and Two-Handed), thus needing someone to take all the beating leaving me at a safe distance from damage and at the same time casting spells and shooting arrows at them.

I searched over uesp.net and in the following table https://docs.google.com/spreadsheet/ccc?key=0Aly8njaU3H1adGJYTlJaUnRxRUN2RnM5MkxPaU1mQkE#gid=0 and came to the conclusion that J'Zargo is a good pick after everyone praising him and recomending him over forums and wikis (because he can lvl with the player, 100 in many skills, even though some said that he had some bugs like casting low level Sparks at the begining of the fight, "but that's not big of a deal" they said). Then went to enchant (from the enchantments that they benefit from of course, as read on http://www.uesp.net/wiki/Skyrim:Followers) some ebony and daedric armor according to his proficieny and this is what I equipped him with:

Armor:
Ebony helmet (Legendary) - without any enchantment (the only ones that could apply were fortify magicka and magicka regen, but I didn't want that because that would keep him casting Sparks for ever)
Ebony Mail - Legendary (for moving quietly because even though he's a Khajiit he doesn't have a high sneak skill, and also poison melee damage)
Daedric Gauntlets (Legendary) - with Fortify Unarmed and Fortify Heavy Armor enchantment (on the forums was said that after finishing his mana he would go into Unarmed combat and usually enter a finishing move on the enemy where he would punch him to death - similar to the Werewolf kill-animation)
Daedric Boots (Legendary) - with Muffle (for sneaking) and Fortify Stamina
Ebony Shield (Legendary) - with Fortify Health 62 points and Magic Resistance (the Solitude Shield enchatment one)
Ring - with Fortify Heavy Armor and Frost Resistance (on forums was also said that he could die from 3-4 ice bolts and I wanted to prevent that)
Necklace - Fortify Unarmed and something else which I can't remember.

Weapons:
Daedric Dagger (Legendary) - Absorb life + Frost damage to health and stamina
Daedric Bow (Legendary) - Fire damage + Paralyze

So I gave him all that and the first impression was: man, he looks so badass! Now I was ready to crack some heads open. So i take him to Alftand to enter Blackreach and let me tell you that I reloaded one area for 5 times because:
the first time I took 2 falmer out with bow crits for a distance, then J'Zargo charged them from out of friggin nowhere and after casting Sparks on the 2 falmer like a [censored], and me starting to kill them with my bow still in hiding, they got him low hp and one of my arrows hit him right at that time, boom, dead!
the second time he started sttacking them with Sparks, and the falmer were like: oh I'm so scared of your lighting, whatcha gonna do about it [censored], buzz us to death? got him low hp right away and then 2 falmer hit him at the same time, the damage was too high and of course he died
the third time he fell of the passage in the middle of the fight, and so on...

So this J'zargo started getting on my nerves, because after all of that fighting and even after entering and exiting Blackreach, Time Wound and some stuff right after, I never got to see him use his fists Unarmed combat skill not even mentioning his Daedric Dagger... He continued dieing, problem that I didn't have not even with Lydia so often (Argis was the toughest so far, but not sneaky), and made me consider setting him essential in the console or installing a mod which I'm against.

TL;DR: J'zargo dissapointed me (he gets lost and stays behind all the time, casts Sparks continuously, gets detected even with Muffle Enchanted equipment and Ebony Mail - let me tell you that he disgraced his Khajiit race, starts chargind and gets into fights even though we're at a safe distance and haven't been detected, and the list can go on), and after reconsulting the follower table I decided to try Ogol (http://www.uesp.net/wiki/Skyrim:Ogol - the orc from Lashgrabur) or Borgakh the Steel Heart (http://www.uesp.net/wiki/Skyrim:Borgakh_the_Steel_Heart) which are lower levels and got lower proficieny in heavy armor, one-handed, block, etc, but at least they are decent balanced with sneak and will do the thing they are supposed to do: land deadly blows from the weapons I give them, not casting some fancy low level spell and get themselves killed right away.

Maybe this will help fellow players decide on picking a tank for a sneaky type character, together with the links.

Cicero seems pretty badass. Uses both the dagger and bow depending on circumstances.

I use Jenassa is a pretty good Stealth follower, so are the Dark Brotherhood Initiates and of course, Cicero.

My argonian thief/assassin stuck with Faendal from start to Thieves Guild/Dark Bros/Main Quest/Civil War finish. Sure he didn't level, so probably should have switched out with Cicero near the end if I cared about power gaming, but I was playing loyal. Not to mention avoiding the tedium of moving over all the gear... But Faendal's sneaking was almost as good as mine given enchanted gear, and he nicely switches between bow and melee/shield.

I have been playing a very sneaky thief assassin (max sneak with all the perks, max archery and dual-wield daggers for close in work) and found the best follower for such a character to be ... Mjoll the Lioness. She may weigh in at 200 pounds plus armour and she her sneak skills aren't worth a damn (can't even get her to wear muffled boots), but she has several great points.

Firstly, properly equipped, she is good at killing just about anything. I have her decked out in a full suit of enchanted Ebony with a double-enchanted (legendary) ebony battle axe and a double-enchanted (legendary) ebony bow and she will take down a Draugr Deathlord in two blows (the other day she did three with her axe, one after another, without breaking into a sweat). So as a tank she is top-notch. Secondly, when in sneak mode she seldom, if ever, jumps in front of me; so she won't rush into a fight when I want to hang back and use archery (though I still sometimes ask her to wait around a corner while I move on ahead to scout an area). Finally, because she is nearly always detected before me she has enabled me to develop a real fun tactic - the passing stab.

I go ahead in full sneak mode with daggers out and Mjoll a few yards behind me. The enemy see her and rush to attack her, they don't see me. As they charge past me, I stab and they die with a very surprised look on their face. With luck and good timing we can take down a whole group of enemies without them ever realising what is going on or one of them getting in sword range of her and if we do get mobbed I end up behind the bad guys and Mjoll can look after herself whilst I back-stab those in the queue.

Mjoll's besetting sin is that she talks too much when not in sneak mode, but, like most men beyond a certain age, I have learned to live with being talked at incessantly.

If you want a suitable companion for a sneaky-type, I thoroughly recommend Mjoll.

Janessa was the best follower I had in terms of doing what I do. When I dove in head first sword drawn, so did she. When I pulled out my bow and played sniper, so did she. She is very quiet, never bumps into me and never gives away my position. She doesn't need me to "save her" so I don't feel it necessary to shoot the guy she's fighting (which sometimes has me shooting my follower... oops)

Belrand is right up there with her. His ability to mimic what I do is on par with Janessa and the one area where he really excels is that his ability to determine which staff to use when is better than mine. Give him 4 or 5 staves and stay out of his way. He'll sneak and won't fire until I do and then when I do fire he'll snipe with staves.

I prefer Janessa because I want someone to stay behind me and "cover me" while I play sniper with a bow. She does that best. Belrand is great for going all the dirty work and giving me all the credit.

I would have thought that Faedal would have been a good option for me, but ... not so much.

I never got to play with Cicero. I will be doing that this play through.

The Spectral Assassin doesn't disappear until he dies, so he also makes an outstanding companion.

LOL at the "passing backstab"! I the same exact technique, with Meeko. He would always draw the enemies right into one of my backstabs. Very simple, in fact too easy after a while...

I've had great luck with Aela, though she tends to sound a little glib.

Giver her good bows and a Daedric arrow. LOL - just don't give her a staff if you want to sneak! I think they all get like kids at Christmas with a staff. I haven' Wabbjacked her yet to bring her up to my level, but I picked her up in the mid 40s, so she is pretty good.

Have you tried her?

She wasn't for me until I fixed one of her stats. Damage resistance, I think. It was -20000 and change, where mine was like +300 something. A Forsworn archer with a hunting bow and those crummy arrows they use could take her down with one shot. After she was "fixed" Mjoll really did become worthy of her title!

For sneaky followers, Aela is my favorite, as she uses the bow first and switches to 1H only if the enemy closes with her.

Marcurio mage (he doesnt wear armor at all) and he have high sneak skills, but he is too power and kiling enemys in 1sec

Jenassa and Cicero.

I've had the best luck with Belrand. Even Janessa would charge off after the enemy and give my position away. All I wanted her to do was hang back and use the bow. She died in Broken Oar Grotto because of her charging off after the enemy. After the third reload I let her die. I told her to wait at a cave entrance,but no. She still charges forward (about 60 feet), gets shot, and falls off the cliff into the water (near the ship). Belrand charges only if out of Magicka, staff charges, or arrows. When he charges I know I have to resupply him.