It sometimes happens that I fall in love with my support characters.
Now, every series should have a handful of characters the hero can call upon when he gets in trouble – as heroes will.
Not properly a sidekick, more like a recurring character.
Think Marcus Brody and Sallah in the Indiana Jones movies.
Such characters provide support, continuity, and quite often an element of comedy that the hero can’t bring himself (being heroic AND funny is hard work indeed, for both hero and author).
More generally, they can voice the feelings and the thoughts the hero, for a number of reasons, can’t.
They can act as conscience, provide wise suggestions, or quite simply hand the hero the tool he needs, when he needs it.