I think the mass effect games and ice wind dale had some great character, and ofcourse torment. 

 

I rather like some of the anachronox companions as well, don't think i have seen them mentioned here yet.

 

Ultimately i think it's all up to the writing and how characters mesh with you own view or roleplayed version of the world.

So as long as you have a number of different well written characters they are going to be usefull.

On that note, I know i've had a couple of games where they had interesting chars that were mostly useless in actual gameplay, which is a pretty bad way to go.

For Bioware games, I would have to say that the Baldur's Gate series has the best companions; if we are adding Black Isle Studios/Obsidian Entertainment games in the equation with them, then my vote would be for Planescape: Torment.