I married the smith in Riften because he has a job.
I used Lydia until she died and I realized bitch wasn't leveling up (I also restarted to bring her back to life). Then the Azura's star chick. She had much higher magic skills than I did at the time, so that was cool. Then I did Mjoll's quest and let her follow me for a bit, but she had a bad habit of getting in the way, seemed worse than Lydia or whatsherface... and she stepped on traps all the time.
I like having a follower to carry dragon bones and scales. It almost never fails if I go to a new place I get attacked by a dragon. It's always after I've cleaned out my inventory so I'll have room to pick up loot. I've been trying to make myself not pick up heavy items that I don't need, but bones and scales are so tempting. I DON'T KNOW.
I'm trying to decide if I want to keep doing side quests, or if I want to go back to the main quest for a bit... shit, I forgot that I can join the Companions. Maybe I'll do that first.