If player generated characters don't count (any end-game character from the Elder Scrolls series would suffice), then I'd probably pick Inspector Carmelita Fox to be my partner in braving the worst nightmare.
A combination of Capable, Cute and Clever (though not quite up to the task of getting Sly Cooper unless he wants to be gotten)would go a long way towards making the nightmare a whole lot less unpleasant.
That she has a gun and she isn't some kind of sociopath or a hero operating in some serious shades of grey who might, under some circumstance, turn said gun on me also help make her a good choice.
I could probably even convince her to do all of the work for me For Great Justice or what have you, locking the nightmare creatures safely away in the deepest reaches of my sub-conscious mind once again...unless Sly Cooper finds his way in and frees them or something.
I'd also probably have picked Felicia from Dark Stalkers since she already fights nightmarish creatures with a smile on her face the entire time, but she might have a little too much fun goofing around rather than taking care of business.

A combination of Capable, Cute and Clever (though not quite up to the task of getting Sly Cooper unless he wants to be gotten)would go a long way towards making the nightmare a whole lot less unpleasant.
That she has a gun and she isn't some kind of sociopath or a hero operating in some serious shades of grey who might, under some circumstance, turn said gun on me also help make her a good choice.
I could probably even convince her to do all of the work for me For Great Justice or what have you, locking the nightmare creatures safely away in the deepest reaches of my sub-conscious mind once again...unless Sly Cooper finds his way in and frees them or something.
I'd also probably have picked Felicia from Dark Stalkers since she already fights nightmarish creatures with a smile on her face the entire time, but she might have a little too much fun goofing around rather than taking care of business.