Oh how I miss my good ol' buddie Charon *sniff* we went everywhere together and watched each others backs.
I would give him a crossbow and some heavy armour, then take him with me to push that Lydia off High Hrothgar.

The Harlequin from Assassin's Creed: Brotherhood would be a good companion to have with me on assassination missions.
I'd imagine he would get along well with Cicero and his constant silence could make for some good sign language/mime conversation.
Which I picture to be a lot like the dialog with Christine Royce in the Fallout: New Vegas add-on, Dead Money.
Another decent follower would be Wrex from Mass Effect. You could play out he's an argonian subspecies, vengeful against dunmer slavers. Heh.