Lemme see....
Cortez from timesplitters (Good for when you need to reinforce yourself with yourself)
Any Jedi from Star Wars Battlefront 1 (THEY. JUST. WON'T. DIE!, seriously, they can deflect AT-AT shots =P)
Peter Molyneux (He is impossibly evil, and everyone group needs that)
Bo Peep from Sheep (also invincible, so long as there isn't a timer involved)
The Engineer from TF2 (that bloody wrench can kill a full health scout if it kritz's, which it does, a LOT. And hey, turrets, bonus!)
Vin Diesel (Riddick, 'nuff said)
Oh! And Chicago Ted from L4D (You never see him but his name is on the wall of one of the safe rooms in No Mercy, sounds like a nice guy =P)
EDIT: MURRRY! The talking skull! We need comic relief, and I imagine he could hurt if you threw him hard enough.