I like them all but Lae'zel stands out. During my first playthrough, she went from my least favorite to my favorite companion, and now I can hardly play the game without having her in my party. And her story is one of the best companion stories I have seen in a CRPG. I tend to play characters who disagree with her on some important issues but we still manage to get along really well, because my characters tend to respect her in spite of their disagreements. She comes across to me the same way, eventually. And her romance, that's certainly an odd one but in the end you feel you have someone at your side who will never let you down unless you betray her first.