I gotta make this quick, I've only got a few more minutes, and this might be a little off from what you mean HF.
But for some time I, as DM, played
Rhorric of Capadocia (bottom entry). Rhorric shadowed and helped out the Basilagate usually as a consequence of his own agenda (which included secretly hunting down the Dragoons and Anti-Rangers hunting him). He didn't normally accompany the party directly in their missions, he shadowed them.
Later on he became an official member of the
Basilegate and I gave him over to a player to play from that time forward. They were already familiar with him by then and I had always intended him to be eventually taken over by the party rather than me play him on-going. They played him for a long time after that.
Also a number of important NPCs (such as Byzantine Commanders, Spies, Constables, and others have played with the party on certain missions, and I usually play those NPCs) have accompanied the party or parties from time to time. The players always seem to enjoy these interactions and cooperative missions though I rarely try and assume any kind of control unless it is specifically mission oriented or someone is under specific orders (the
Basilegate operates independently as a paramilitary and espionage outfit, so they are given much autonomy as to how they operate).
When I was a kid I played a
counter-party as DM just like I would play a normal party if I were myself a player. this counterparty was made up of two twin brothers and their men at arms who were in the employ of a Lich who kept his identity and location a complete secret (he never wandered out in public, rather he employed men like the brothers I described as agents).
These two brothers were much higher level than the party until such time as they began to accumulate experience and levels and they considered these brothers their worse nemeses. These brothers had magics and enchantments granted them by their employer as well as special tools and equipment which made them very deadly and they killed a few characters, one by assassination. They also used their wealth to hire other agents to do some of their work for them and to avoid suspicion. The party fought these brothers for years until they were finally apprehended and one was killed in combat, the other hanged for his crimes.
I played them just like a real party (not like some typical monster or even NPC) and the players loved to hate them, as they told me. I aw it as a competitive party of enemies. I've also done this in my current setting with the
Dragoons and the
Consociatio. That worked out extremely well, as well as Rhorric did, in a different way, and with a different emphasis.
Anyways, when it comes to enemies I like playing counter-parties, as if they were a real party that I am playing as a player, only in the case with counter-parties, I am the DM. A counter-party played like a real party by me (as DM) as if I were a competing or enemy player makes the very best kind of enemy. Far superior to the typical monster or even DMNPC, NPC, or set of NPCs.