Gale
Gale is best suited for players confident in their ability to dodge most attacks and keep damage taken to a minimum. If you are taking damage in every encounter, her three blocks are not going to make much of a difference.
When you factor in healing, Gale's defensive benefits are generally outclassed by 
Frinos and 
Toula. However, blocking 12 hits per run has massive potential. Generally, foes deal more damage on the Surface, so Gale is a common companion up top.
Especially for high fear runs using 
Vow of Scars 3 and 
Vow of Pain 3, being able to block 3 hits per region can turn a defeat into victory. If you can make it to the final Region's Guardian with Blocks left, that's when Gale really shines.
Her +6% Dodge chance and move speed is always a great benefit. For those who think 6% doesn't sound like much, consider 
The Swift Runner (XI) only grants +10% movement speed and a common 
Hot Pot only grants a base Dodge chance of +4%.
Hecuba
Hecuba won't always be a good choice, but on Magick hungry builds, you're going to want to bring the hound. Not only does she increase starting max Magick, but she'll also dig up 100 Magick once per encounter (multiple times per location in Fields, and Rift of Thessaly).
Starting a run with +60 Magick, plus the refill, makes clearing through the first Regions significantly easier. Magick is a major limiting factor early in a run with Weapons like 
Aspect of Shiva that feel nearly unusable in the first region if you don't start with 
Persistence (VII) and Hecuba.
Hecuba's "Bark" stuns crowds of foes. Sometimes this will save you from getting hit, and other times give you a free window to channel those big Omega Moves.
Frinos
Frinos increase your starting max HP by +40 at max bond rank. Other than using 
White Antler, you'll keep the increased health limit for the whole night. This means you have more health that can be healed.
Compared to Toula, Frinos synergizes "better" with 
Strength (XXIII) because Toula's DD deactivates the damage reduction and damage buff of this Arcana. Healing a higher health pool is also more impactful when using Strength (XXIII), so you'll find Frinos is a common pairing.
Even if you use 
Death (XII) that extra +40 HP adds to the standard 40% each DD refills. That's an +16 healing with each use = +48 healing from the 3 DDs.
The fight against 
Hecate, you can position Frinos between yourself and Hecate to absorb her Morph ball. This is especially useful with 
Vow of Frenzy and 
Vow of Rivals because it becomes extremely difficult to dodge the Morph projectile in that fight.
Melinoë can bring one along every night, and they’ll faithfully follow her into every battle.
