My favorite companion is Borgakh the Steel Heart. I always thought it a shame that most companions were underdeveloped in Skyrim. Borgakh is rather interesting, as she starts off basically as the fairy tale princess being forced into an arranged marriage, turned on its head (as she is a badass orc warrior). I headcanon that she escapes her 'arrangement' by leaving her stronghold with my character, adventuring all across Skyrim and Tamriel, slaying epic monsters and having grand adventures. Therefore gaining a mythic reputation and bringing about glory for her people--much more than she would have done, as just another wife of an orc chieftain.