Almost every good hero has one (or more), and I've found that the sidekick is often my favorite character in a story. Since heroes are so gosh-darn heroic, it's not always easy to identify with them in a story, even if they are really well-created. There's no way I'd go roaming the English country chasing a wizard who wants to kill me, and doesn't mind killing a bunch of other people along the way. But I can almost imagine that I might, someday, if I had a best friend who did, feel obligated to accompany that friend. Maybe. And if I did accompany that friend, I can just about guarantee that I'd get grouchy at him if he didn't seem to know what was going on and would quite likely walk out on him at some point--and I hope I'd come back.
So I can identify decently well with Ron Weasley.
I don't know if this is the case for anyone else, but the sidekick often sucks me further into a story than the hero. So to close this (super-short) post, here are some of my favorite sidekicks and other secondary characters. Please note that this is an ad-hoc list created during naptime, so it's nowhere near complete:
Sam from The Lord of the Rings trilogy
Nat and Prudence from The Witch of Blackbird Pond
Haymitch from The Hunger Games trilogy
Homer from the Tomorrow series
Bean from Ender's Game (this is kind of a cheat, because Bean gets his own series...)
Rudy Steiner from The Book Thief
Boots from The Underland Chronicles
Becky from A Little Princess
Evelyn from the Amelia Peabody mysteries
Phoebe from Walk Two Moons
While compiling this list, I realized that in many of my favorite books--especially those that are more realistic than high fantasy--I do identify with the protagonist most strongly. Maybe someday I'll get around to a post on those heroes.