I've always wanted Ilchymis from Skies of Arcadia to be a party member. He does join your crew, but he looks like he could dish out some pretty awesome spells. I suppose stocking an item shop with nearly everything you would need for a dungeon is good, too.

I wanted Paul from Final Fantasy II as well. There really was no good Thief-type character in the game, (Leila doesn't count, because she's awful), and I spent 75% of the game thinking, "Just join my bloody party already!"

I really wish you could have had Golbez as one of your party members in Final Fantasy IV. I feel that he could easily put Rydia and Palom to shame because he looks much cooler, not to mention he would probably be more powerful. Using GameShark does not count.