In general, Marcurio. He kicks ass, and I love his attitude problems

(he is very keen on telling you how good he is and how much he knows, I think it's a sign of low self esteem. Maybe he was bullied as a child and decided to take revenge by becoming the best destruction mage)
My Breton keeps Vilkas close for several reasons: most important, he does his job and never gets in her way (which is impressive, considering they both use greatswords). They're married, so she gets the Lover's Comfort bonus everywhere (sadly, he stopped cooking for her). He's an excellent model when she wants to try out all different heavy armor sets she doesn't use herself since she's into light armor. He's got an impressive amount of battlecries, that makes me laugh, and he's also quite hilarious when given a couple of staves - apparently he has a secret wish to play mage, when I gave him a staff that threw firebolts, he had so much fun roasting everything that looked at him that I eventually had to take it away...

None of my two Nord characters have found their favorites yet, but one of them got along quite well with Erik (once she'd given him light armor and a two-handed weapon instead of his default).