River, she's the only one that gives the Doctor the same treatment he gives her. The first episode of them in the US with her working the Tardis and him just yelling instructions at her after she's already done them.
Rose, the only other woman the Doctor loved, he burned a sun up just to talk to her. And while yeah she could be somewhat annoying at least she didn't get uppity like Martha Jones did sometimes just because Martha was a Doctor.
Romana (because nothing was funnier than her rubbing it in that the Doctor barely passed his exams-on the second go-round.), then Sarah Jane, then Rory, then Donna. I've seen exactly one episode with Teegan (might've watched one with Ace too, not sure), but no other classic companions, and to be frank, most of the new companions were meh. Too much romance interfering with everything.
Oh, Donna, definitely. She just had such an excellent friendship with the Doctor, and always managed to hold her own even if she wasn't able to understand what was going on. She might have seem uptight, but she's actually very chill when it matters. Plus, her grandfather. Oh, Wilf. You are so awesome.
Martha was amazing too. The way she handled her feelings for the Doctor and was happy for him and Rose when she came back kind of broke my heart. Plus, her role in the YTNW.
My other favourites... River Song, Craig and Susan.