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Easy: Requires a quest or two, but nothing taxing.
Lydia: Yeah, an obvious answer, but she's the obvious answer because she only canon follower a successful Dovahkiin has. It doesn't hurt that she's also a solid tank, has a pleasant voice, and even in the vanilla game has a decent face. Not good for a sneak, but a superb bodyguard for the less-than-subtle.
Erik: Costs a little money (he's a merc, and the quest to unlock him requires a speech check), but he's a very good skirmisher. Good with light armor and pretty much any weapon (though primarily 2-handers). He's also quite talkative and views the world of adventure with the proper awe of the neophyte. (Found in Rorikstead at the inn)
Aranea Ienith: The real perk for purifying Azura's Star. Aranea is a magical powerhouse that can be gotten for the easy asking price of a level 2 quest that most people will want to do ASAP anyway. She becomes REALLY nasty if you have Ultimate Follower Overhaul, which allows you to teach her more spells and sets all followers' level caps to 100, but she starts with all the good offensive frost and lightning spells in any case.
Serana (Dawnguard): Serana is probably my favorite non-mod follower in the game. She's essential, favors destruction (frost) and 1-handed weaponry, abuses the hell out of necromancy, and is actually quite pleasant company for a blood-sucker. She's also one of the very few people who really forms any sort of real connection with the Dovahkiin, siding with you every time she's forced to choose regardless of emotional or physical risk.
Challenging: Requires the completion of an entire arc - usually a guild or something.
Aela: Aela is a pain to unlock, but she is very, very good at what she does: sneaking and archery. She's just about the perfect follower for a stealthy player, if it didn't take so much effort to unlock her. (Companions Guild)
J'Zargo: Okay, this guy is your best friend if you are playing on a console, because the guy by default has no level cap (Only Dark Brotherhood Initiates and a few members from the Dawnguard faction share that distinction), so he never falls behind. He doesn't have any expert level spells, however, unlike Aranea.
Ingjard (Dawnguard): Like J'Zargo, Ingjard has no level cap, meaning she never falls behind. Unlike J'Zargo, she's a Heavy (Heavy armor, 2-handed weapons), which means she can make good use of the Giant Club if you find it. Like anything Dawnguard, she is not marriable.
Modded: Available at skyrimnexus.com but not in the vanilla game.
Lylvieve Sisters: I have a hard time really recommending this one because of its adult elements (you can sleep with both sisters - no visuals, but sound is included), but I have to admit the sisters are good followers - an archer and a spellsword, both with good stealth. They both make good use of samples from the "Eager Young" voice set (used by such as Camilla Valerius) to tell their story - which surprisingly exists, at least in Julienne's case. Both are marriable (although Nanette will divorce you if you cheat on her).
Vilja: Vilja is Vilja. The Scandanavian Sweetheart from Solstheim is back in all her heavily accented glory. The girl has a lot to say (and a lot of sense, when you think about much of what she says), a lengthy personal quest line, and a lot more interaction with her environment. She comments on current quests (both hers and vanilla), can chat up Lydia, Aela, and Farkas, and can be set to behave like Serana - using any idle markers around her rather than standing at attention at all times. The voice acting of her supporting cast is kinda weak (although pleasantly present) and she is never going to be the heavy hitter of your group, but she adds a lot more to the game than any vanilla follower does. Supposedly will be marriable, but Talos knows when that will be.
Cerwiden: I have mixed feelings about Ceri. I don't like that she isn't lore friendly (she tries to be, but only in a stranger-from-another-world-land sort of way), and insists on worshiping a "Lord Donblas" rather than anything local. That said, she's probably the most useful follower, functionally, that I've ever used. Intelligent use of spellcasting, including heals and cure disease spells, makes her a godsend for non-werewolves who want to stay true to the Dawnguard in that DLC. Her voice isn't consistent with the rest of Skyrim (probably why she's depicted as foreign), but accent consistency in an Elder Scrolls game is a laughable concept to begin with. Like Vilja she is slated to be marriable, but is currently doing her part to keep the "interesting spouses" count to zero.
Hoth: I like Hoth. I really do. He looks cool, he sounds cool, he even has cool features. He just has no option to recruit him no matter what I do. So this mod currently does nothing for me but give Morthal its own resident badass.