Faendal is a good start. If you're clever, make do with him until level 30, then go in the Drunken Huntsman for Jenassa when she's at her most powerful. She's an assassin, the best dual wielder in the game, a damned fine archer, and will do anything you have the option of asking her besides sleep in an owned bed. (Worth it to hear her reply.) Best follower for anyone. Eola is better for Necromancers, that's about it. The DBHIs are not immortal, but amoral, and replaceable.
I also use tanks, if you know how. Order Lydia to move forward, and engage while you hang back in the shadows with a bow. Mikrul Gauldurson is cheesy easy with this startegy, as is Olaf 1I (you can just let the Bard do his thing, though.) Even works with Conjuration if you know where to drop Sir Stompy. (Dremora Lord.)
With Jenassa, Annekke, Faendal, and any other archer, you can tell them to "Wait Here" within LoS, sneak up for a backstab, and they will automatically start support fire. Very handy in a lot of situations where you have a target, but he isn't alone, and you're a fairly weak roguey type. Also good backup for failed Pickpocket attempts.