Navi from the Zelda series. ;-)

in offline games i tend to agree with the post above other than that Jaesa Willsaam from swtor :)

This one is easy. Dupre, of course, he is from Trinsic, the City of Honor, so you won't find a more honorable companion. Ultima series, of course :)

HK 47 from KOTOR
and
the most useful little pet from Torchlight 2

Oh, and the companions you gain in Fallout of course. Its so much fun to kill them.

Do "modded" in Companions count (either a new character or a preexisting NPC not intended as a companion)
if so..

FO3: Millicent Wellington, I have made a mod that helped me recruit her if she left the the tower behind

Boone - Fallout: New Vegas

My dog in Torchlight. The most useful companion I can think of. Plus, it's a dog. :)

I would probably have to say, Imoen, or Minsc and Boo. Though the talking sword in BG 2 was hilarious also. And the battery powered bunnies in Full Throttle (flight of the Valkyries, anyone?) provided hours of laughs for me during middle school.

Does Borjoyzee count ?

Elizabeth: BioShock Infinite
Alyx Vance: Half-Life 2
Clementine: The Walking Dead (I know she's not useful, but I didn't see any requirements for that)
Morte: Planescape: Torment

Does Mud from Gothic count? He's not useful or likeable (aside from loving to hate him) but he does "join your party" after a fashion. I've read that if you just punch him a few times he'll leave you alone, but I got a little more creative. Once I found that trying to lure him into jumping from a cliff wasn't effective in getting rid of him, I decided to lead him into one of the areas that was guarded by an orc (saying to my screen as I did so "we're going to do something real fun now, buddy" as I recall). With careful planning I was able to hoof it out of there when the orc was alerted, while Mud wasn't so lucky. One of the more evilly satisfying achievements I've done in that or any other game, really.

lets see
quake 3 : Bones lol jk
fallout 3-fawkes lol he did most of the work for me in the game haha
mgs 1 - meryl
mass effect - grunt ,ashley
nwn 2 - Shandra Jerro seriously lol wont spoil anything but check the game out
earthbound - the dog and the 3 friends
phantasy star 4 - Alys Brangwin ............. :( now i am depressed to post anymore

I could list a whole bunch, but for brevity's sake, I'll list just one.

Thane Krios, Mass Effects 2 & 3. Almost all of the party member's in ME2 are excellent, but Thane is perhaps the most interesting. He's collected, polite, has a (welcome) spiritual side, and is an awesome fighter to boot. He is also one of the most touching people to romance; he even gives Shepard a nickname, something none of the other characters do (technically he gives the nickname to any female Shepard who gets to know him, but it's all the more touching when she romances him).

Shandra from NWN 2. Bishop, Sand, and Grobnar get honorable mentions... actually pretty much everyone except flippin Elanee.
HK-47 from KOTOR. I actually like Mission but... ah... I generally play as a Sith.
Enserric from NWN HoTU. Especially with all the fun enchanting that can be done! And Deekin of course.
The Narrator in Bastion. Not exactly able to join your party, but come on the voice is everywhere! And it's awesome.
Gabe and Tycho in Rainslick Precipice of Darkness 1 and 2. Because of hilarity.

Bottley from Tomb Raider (2013). A true inspiring hero. *salutes with a tear in the eye*