Definitely NOT my City Of Heroes tiny, sick, gorgeous, twisted, adorable, sadistic, elegant, unstable, blonde, murderous, never sunburned or dirty Dominator, because ... well, she'd totally outshine me ... and outlive me.
There are arguments to be made for choosing one of the footballers from one of those infernal and entirely repetitive FIFA games, just for the money, or the priestess with the Cure Disease power from Daggerfall as long as she could be induced to teach me it.
Tunnel Rat from CoH

raetoria? She's odd, hyper and terrified but rather sweet.
Kyle from Dark Forces, just to have a beer with the guy who beat a Krell Dragon to death with his bare hands?
Choosing Joan of Arc from Age Of Conquerors would just be asking for time paradox issues, wouldn't it?
Arkay from Morrowind?
Sister Phoebas in City Of Heroes? She can consult the Sun and tell the future. She was never really forthcoming about it, but if I could get her to be really detailed and make sense, that'd be useful.
One of those things with the irresistibly beautiful singing voices? I'd record it and make a fortune!
...
Cortana. She's gonna show me how to take her to the edge of the stars and back again.