Ace ("Doctor Who"). I love the idea that the ethically-challenged "muscle" is a teenaged girl. She broke "Who" companions out of the piercing scream / twisted ankle rut once and for all. I'm also a big fan of Sarah Jane Smith and Donna Noble, for superlative on-screen raport.
Jean Tannen ("The Lies of Locke Lamora", by Scott Lynch). An excellent foil for Locke, but also a complex and deep character in his own right.
Wayne (the later "Mistborn" books by Brandon Snaderson.) Comic goofball sidekick turned up to eleven. Both his dispostion and his magical powers are complementary to the hero's, so he's also pretty effective.
(Struggling to think of more. I seem to read and watch a lot of stuff that is based around a lone hero, two equal partners or a team, rather than the classic hero-and-sidekick relationship.)