Difficult choice- I've got a few ideas, but they all have some major drawbacks... but then I remembered this guy!
Legion. He (technically they) is a robot (adding both instant awesome and little strain on resources- no extra food required), good shot, easily able to fit in the car/house, fairly speedy, highly intelligent, difficult/impossible to hack, durable, games (even if it's just to block hacking attempts, it counts) and even dances. What's not to love?
The only massive drawback is that he's not the most subtle thing ever, but it's worth it to have a robot buddy
... for the record, other considerations were:
-Samus Aran. Rejected on the grounds that, if met in real life, she'd scare the crap out of me (or, judging from Other M, piss me off too much).
-Gordon Freeman. Rejected because I like to have someone to talk to.
-The King of All Cosmos. Rejected because he's the freaking King of All Cosmos.
-A Big Daddy. Rejected on the grounds that they are simply too big and slow to be great use, and they aren't that intelligent.
-A Big Sister. Rejected on the same grounds as Samus/Gordon.
-A Reaper. Rejected because I enjoy the continued existence of the human race.
-An asari commando. Rejected because I'd rather not have a massive trail of dead men following me every time I have to go out.