I'd like Navi (from Zel...duh) to be by my side. She'd be highly informative, providing much information on how to survive, where to go, and I'm sure she'd provide a many tips on how to defeat the various zombie types as well. She'd also be an interesting character to talk to, as I'm sure she'd have very much to say. On that note, I'm sure Fi would be just as effective as a companion in such a scenario, if not better.
Others whom I'd consider:
Kingdom Hearts series:
Sora, Roxas, Ventus, Terra, Riku, Aqua, any member of Organization 13, Master Xehanort, Master Eraqus, etc