Cicero is great, first thing out of the sanctuary with him, and Dawnstar gets attacked by a Blood Dragon. Thing practically lands on Cicero's head, but does faithful Cicero fear? No, he screams at the top of his lungs "
FALL, DAMN YOU!" and begins hacking away at it.
I think he's essential too, I hid and had him fight Mjoll, and although he never actually took her down, she never beat him either, she just got him down on one knee, then he got back up and started stabbing everyone again.