My favourite is probably Mara of the Acoma (The Empire series) but I also liked Arutha (now there's Ned Stark!
) and Macros!
I also like Roo & Erik for the same reasons you do, but I prefer my fantasy grand & sweeping! It's nice to know what the scullery maids are thinking but I would have liked to see more of the high & mighty too!
Too be honest I didn't like Jimmy the hand too much as he seemed impossibly good to me and was used as a plot device too much (a McGuffin as Hitchcock would say!). Whenever the heroes needed to be somewhere or get something, there was Jimmy to provide it - I'm being a bit harsh I know, but it just seemed a bit too contrived for me.
Talen was used to much the same effect in David Eddings Elenium series