Only companion I didn't like was loopy Leliana. There's worse characters in the group, but she's delusional about what she really is making her 200x more deadly. Let's just say if I had to make a bet on who would go axe crazy first, it would be her. I can trust the others to honestly be honest about being dishonest. My favorites were Morrigan, Sten, and Shale/Allistar.
See, the thing is, I usually play the good guy/paragon/light side/whatever you want to call it. I got very, very tired of seeing "Morrigan disapproves -40 or -50 or whatever" After one attempt to play through the game the way I wanted to, I left her in camp. Besides doing her quest, I didn't do much with her character. And after one playthrough with the Dark Ritual, I never did it again. Mostly I let the "secret companion" do the last blow.
I agree about the "more deadly" thing by the way, but maybe not quite the way you think. On more than one run through Leliana was the one who got the killing blow on the large optional enemy in the Sacred Ashes quest. I like her character a lot, actually.