My favorite companion from New Who is without a doubt, hands down, Super-Temp herself - Donna Noble.
This is funny because I actually didn't like Donna at all when she first appeared in "The Runaway Bride." But after Series 3, she was such a breath of fresh air for the Doctor (and the audience). She's not afraid to call the Doctor out on some of his crap and she sticks to her opinions. She still has some of her own insecurities (her mother's attitude toward her doesn't help things), but she learns and grows from her time with the Doctor. Also, Donna was the right companion at the right time for the Doctor. He needed her right then just as much as Donna needed him. They were best friends and equals from the word "Go" and that's what made Series 4 such a blast to watch.