i've been going with Ungreth the Unbroken (or whatever her name is), mainly because she was free and i didn't feel like dropping 500 gold on a merc in Whiterun.

but then i became Thane of Whiterun and have the option of using my personal housecarl as a companion.

Ungreth seems to be doing alright. i load her up like a mule with all of my loot and she doesn't die too often.