Mjoll the Lioness or Aela the Huntress?

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Of those two, Mjoll. Sure, Aerin follows along until he dies(especially if you live at a Hearthfire home), but Mjoll has no problem chopping enemies to bits.

Someone mentioned Ysolda as another option, and she works well if you choose to live in Whiterun itself. The Sleeping Tree Sap thing puts some people off, but it's really the vampires that take it to next level by mixing it with Skooma and the Redwater Spring. The Sap on its own just sort of makes you useless for a bit.

Someone else mentioned Eola... That's... eh... I guess if you're into corpse breath or something...
"I'd rather betray the world than let the world betray me." -Cao Cao