Easy....Midna
First off she is everything a companion should be! Rather than giving Link useless information that she actually helps Link much throughout the game which is what a companion is. The likes of Fi and Navi in my opinion hindered rather than helped in the grand scheme of things, they would constantly mither and bother you with information. Now there is a clear distinction between useful information and straight out obvious information, in my opinion the likes of Navi and Fi were a cheap excuse for an in game tutorial. Midna on the other hand had the perfect balance, she did give out information but this was applied to the story more than anything. As you progressed you would learn more and more about her, Zants and twilight realms origins, which was really added to the narrative of the game.
Another way she was actually helpful was in combat and other situations, as she really added to Link arsenal. While in wolf form you could use Midna to create a power field where as wolf link you could target multiple enemies, making it very handy against certain enemies. You could also use Midna to teleport to certain areas across the map as well as transporting key plot items. One other thing Midna could do is allow Link in wolf form to perform large jump sequences to get to non reachable areas. Overall this made Minda feel vital to the game and as if if she was not there Link couldn't have saved Hyrule at all. You certainly didn't get this feeling with the likes of Fi and Navi who pretty kuch didn't help Link in any other way than acting as a tutorial or database.
Midna also had a whole other element than just being a companion and thatwas actually that she is one of the Best characters we have seen in my opinion anyway. As I mentioned beofre the fact that she provided us with information about the on going events in the game really made her seem key to the story. Also her personality was very unique, some may like it and some may hate it but no one can deny that she is one of the more stand out and original characters that we have seen in the entire series. I also loved the character development involved with Midna, at the start she was this jerk like character who only seemed to care for herself. However as the story progressed and the events her and Link had went through their friendship truly grew. Her attitude changed and we seen her show compassion towards Link and the light world, this was shown as she risked her life in the final events of the game to save both Link and Zelda.
I'll save the spoilers but the way ending played out even though sad it was truly anepic ending to not just a great game but an amazing character.