The only companion mod I absolutely have to recommend is Companion Vijia. She is actually with full voice (a neat Swedish girl accent) and over 4000 lines (For example, she would nag you if you join the thieves guild, or ask you to do a particular quest) the sheer amount of function she has make you feel like is a live girl rather than a mod. She also come with her own quest, possibility of romance, etc. The whole thing is actually written by Terry Patchett, quite a famous fantasy author.
http://skyrim.nexusmods.com/mods/26393