Okay, I'll have to agree with the Agro-is-awesome line, though I have a few ideas for myself.
THE BEST>>>>>
Agro - See? Told ya I agreed.
The Ghostbusters - Only on rare occasions did the guys not come through on the whole help-me-out thing.
Dogmeat - "Did you SERIOUSLY just kill a man in a powersuit? Or several? Good dog!"
Persona! - Hey, it counts. Supports you the whole way through the game, gives you power, and levels up as you do? Damn right, it's a sidekick.
Dave Davenport - Okay, technically he is a henchman for a mad scientist, but it translates well enough.
>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>
THE WORST>>>>>
The Entire Cast of FF8 - A bunch of neurotic and ineffectual people reliant on the powers of their summon creatures for an edge...but THEY are responsible for some of their mental problems! ARGH!
Pretty Much Anyone Who Ever Tried To Be Freakazoid's Sidekick, Minus Handman - I couldn't include Handman because he was actually just retired. But yes, anyone who has ever been Freakazoid's sidekick or tried to be one is doomed.
Henchrat, from Earthworm Jim - Well, he's Evil The Cat's inept moron cohort. What's to be said? On a planet of bloodthirty demons, ravenous lawyers, and sharp-edged coffer tables, Evil decides that he will use a cheese-shooting rat as his right-hand minion. Quote Evil The Cat: "A minor setback."
Johnny Wingless, from The Tick comics - He was evil! He used Crazy Blue Rocket's secret moonbase as a strategic point to launch attacks on the Earth with meteors and robots! You don't get much worse than that. Unless...
Fighter McWarrior! - Yes! The red-haired man of 8-Bit Theater himself! Considered to be super-dangerous with his swords and able to drain the intelligence from a given area, Fighter is a threat to anyone around him. Unfortunately, that's his ALLIES who are usually nearby, so gimme a rimshot please. If there was a drinking game for "Fighter does something stupid", we'd be passed out by the third comic. (Unless you're a pro-drinker, in which care you're down by the tenth.)