In Oblivion, the only measurement of a companions usefulness was his combat ability. This was because their only function was killing people, so other skills were irrelevant. If a follower couldn't fight, he had no use.
In Skyrim, we know companions can enter stealth mode, steal, and open locks. This makes choosing companions more difficult, because we now must balance fighting ability with his stealth skills. For warriors, choosing a lockpicking companion would help balance his poor chest opening abilities. For a thief, a sneaky companion would be great as backup in robbery missions.
I greatly enjoy the changes they've made to followers in Skyrim, because now companions that would be great in a battle scenario might be totally useless in a burglary scenario. This makes us choose our companions carefully, and also gives "weak" companions a way to be functional as our sneaky backup.
Since most of the stealth based companions are likely to be criminals, it also allows us to commit crimes without them reporting us. This may be their best use of all, because we can have the benefit of a follower without the trouble of a do-gooder reporting everything.
What do you guys want to see as far as stealthy companions? Discuss!