Flame atronachs. The ones that don't talk, anyway.
I played Oblivion when I was like 14 and had the add-on that gave you the house with the atronach summoning altar. I had a flame atronach following me around for ages and his name was Fire Buddy. Helped me in combat, provided a light source when I had none and wasn't nearly as stupid as my horse.
Then Fire Buddy fell down the Jerall Mountains one day and I was never able to find him again. I miss Fire Buddy. ):
Not a big fan of spiders (although I hope to overcome this fear), but the little guys are pretty cute looking
Try one of these - just make no fast or sudden moves, and you will be "environment" for them and they will stay calm.
Web-creating spiders are not that cute though - like this bark spider - those were discovered very late in 2009 in Madagaskar. My partner works with the spider silk proteins of this spider, some of those silk proteins create a self-assembling string, which is about 10 times stronger than kevlar - we try to find ways to get this into industrial production, but it is quite hard and so far no one had success with it.