Strong companions in Skyrim
As explained here, companians usually don't die.
Additionally, it seems that every companions does have the same stats. They also can use very different weapons and armory, you just have to give them a better weapon and they'll use it.
I have tried a few of them, and I really don't see the big difference - they might as well be the same.
A good tip would be too take all their stuff. Replace it with a bow and some better armor, this will make them not run in to the battle and get hit by accident when in 'wounded' mode. Then they will die very rarely, but they will not make a good Tank this way.
It is quite useful if you use spells or a bow yourself.
Marcurio is amazing, I have played with him over 24 hours and hasn't died yet, I could even lay down and let him kill dragons.
Marcurio is a male Imperial that lives in Riften. He can be found in the Bee and Barb and can be hired as a companion for 500 .
He is a great follower using mainly destruction spells and can kill most things with ease. However beware having him near friendly NPC's because he mainly uses chainlighting and this has been known to jump to them and cause a fight/bounty.
Source: http://elderscrolls.wikia.com/wiki/Marcurio