Well i have tried like around 10 companions and everyone was too boring and too serious, but Cicero is really funny and makes really weird and funny comments all the time, plus i think he is the best one handed assassin(since the default gear he is wearing is actually very good for assassin) also he is tough to kill but that doesn't rly metter late game(since ur the one doing all the killing) . So anyways watch this clips there funny scenes :

http://www.youtube.com/watch?v=2zdrZo0Zk24 (last kill was very funny lol )

http://www.youtube.com/watch?v=Aqni_6wfXRs he just talks really funny

http://www.youtube.com/watch?v=yd2X8ciPEIA (comment about the butcher in windhelm)

That third video is amazing. I really regret killing him now...

Lol why did you kill him? If you have summoned the spirit of the brotherhood he will tell you that the dark lord Sithis doesn't want cicero to be killed he will also say " i fell a great disturbance in the void, the dark lord does not want this person to be killed"(well something like that), i was going to kill him to but when he said that i was like " ohh ok than i guess he knows the best"

Oh and there is a comment:
if you read Cicero's Journal Volume 1, he writes; 27th of? Rain's Hand, 4E 187 Completed the Arena contract. I ultimately decided to pose as a starstruck fan, and immediately got into the Grand Champion's good graces. While escorting the arrogant fool through the Great Forest, I slashed his throat and left the corpse for the bears.

So cicero killed the Champion of Cyrodil lol

I'm working on the DB questline so that I can get him. Still wish companions leveled with you...

brutal little bugger