Imoen

Imoen is a Thief who can be recruited in BG1, and a dual-classed Mage/Thief who can be recruited in BG2. Due to her childhood friendship she is totally loyal to the main character, and will not pick a fight (though she may trade words) with other companions.

Baldur's Gate 1

Imoen will approach you automatically at the start of chapter 1 and offer to join you. Given that you need a thief and she is also quite good with a shortbow, you should accept her invitation without question.

Siege of Dragonspear

For plot reasons that will become apparent early in the game, you will not be able to recruit Imoen in Siege of Dragonspear.

Baldur's Gate 2

Imoen will approach you automatically at the start of chapter 1 and offer to join you. As in BG1, you'll need a thief and Imoen can now cast spells as she has dual-classed to a mage (she retains her thief skills from the start of the game). You'd be a fool to turn her down at this point, even if you intend to replace her later.

Due to the requirement for a thief and at least one magic user, you'll probably want to keep Imoen in the party for the whole game. She gets on with other companions, doesn't have any sidequests to distract you whilst she is a member of the party, doesn't cause any romance problems and is the easiest companion to manage. She becomes a powerful mage towards the end of the game, though in SoA you will need to increase her intelligence by one point in order for her to learn 9th level spells (taking a potion and then learning the spells are sufficient, as the intelligence requirement only applies to the learning process).