I haven't had Lydia with me at all, but if she can carry loot, she's coming with me from now on. My problem with hangers on is that they tend to mess up the stealth aspect of the the game - the fools DO rush in, and there's nothing worse than that if you were planning a cunning ambush from the shadows.
Wouldn't mind a dog, though. Maybe I'll hang around with that Barnabas for a while. He's still waiting for me.
I now rule the Assassins, too, I guess, though I still have a couple of things left to do. Completely lost track of main quest, though. No idea what to do or where to go.
_________________________
Keep them mowing blades sharp...