I've also noticed that some have better AI than others.
My personal favourite is Erandur, a Dunmer priest of Mara who will follow you after completing the Walking Nightmare quest in Dawnstar (providing you don't kill him as Vaermina demands ).
He has a surprising amount to say; last night I heard him make six different comments while we were running around Ustengrav. He also talks about his past.
Further, he's actually good in combat and easily rotates between his spells, mace, bow and any staves I've given him.
I also like it when during combat he says "Nerevar Guide Me." That gives me warm and fuzzy Morrowind memories.
This really makes me wonder if Bethesda had originally intended for the followers in Skyrim to be more fleshed out, but they abandoned the idea halfway through, so only some are a bit more interesting.
Other favourites?