I'm used to adventuring alone, but I've tried a couple and it can be fun. Vilja was really well done, very impressive. The thing that stopped me from travelling with her was she sounded too sweet to be going on all these dangerous missions through oblivion. I enjoyed talking to her, but I eventually just told her to stay at home and I'd visit from time to time, she was a sweet and peaceful friend, not a tough and battle-worn adventurer.

I just finished the heart of the dead mod which was also very well done and enjoyable. I got wintermoon as a companion at the end and her story and voice actually I think fits very well as a co-adventurer. An experienced fighter who can hold her own, but also isn't crazy violent and cares about her people. Maybe there was a way to enable this or fix it, but it got annoying to constantly have to take her equipment, go to the smith and repair it, then give it back. Can't she repair her own stuff? I can't say for sure, but I feel like the companion script was kinda buggy, I was crashing a tad more than usual.

I'm curious to try the Viconia one from the underdark mod, anyone else have any favorites?

Vilja and Viconia are my two favorites.

Vilja is neat, especially with the Vanilla Race Overhaul 2.
The others are companions, but Vilja is Vilja.

I tried Vilja, but bipedal companions just do not cut it, I have found.

So, the only ones I have used for a bit longer (I generally do not use companions at all) are a couple of Maigret's. They are very good, if you like the idea of an animal of some kind following you around in the first place.

Suits a "ranger" or "druid" / "shaman" type character, I think.