I know it was discussed a page, or so, back but I would also cast my "vote" for female companions.
For one reason is that with Mount and Blade you can play as a female. So because, as the player, you can "break the rules" so to speak of society, it'd be nice to see if there were others that could do this too.
I also think Arya is a really good example of an "exile" type that one could find. Not that I'd want Arya in it, like that. Just the fact that her situation through much of the book could mimic someone a little older. And someone that isn't noble born. So I don't think it is that far-fetched for a few more female companions.
But that is all just my taste, and I know my fiancee likes to have "some of her own" fighting with her in the game sometimes
. Obviously as the companions have been dialogued out, it might be unrealistic to design more of them if there isn't that much of a demand.