I usually take a follower that kind of complements my own build. For my reckless berserker, I take a steadfast, sturdy guardian. Heavy armor. Shield. Steely eyes and a grim set lantern jaw. A big slow target for the slings and arrows that my lightly armored crazy-person can't absorb.
For my vampire mage, I bring an archer. Strong arms and sturdy legs to carry all the things an aristocrat of the night may need, but is far too dignified to carry herself. Someone with enough good sense to stay well and clear of explosions. Someone discreet enough to turn a blind eye to her nocturnal habits, but dim enough to never realize that on more than one occasion she's stolen his blood.
Thieves are special, in that I find they're the only thing that compliments themselves. They're specialists. They don't mesh well with other play styles.But for a thief, I'd bring a thief. An explosion flinging mage, or an iron clad giant would only serve to blow the thief's cover. A light-footed archer may serve.