Some of the people that sacrrifice the most for the Doctor are usually only very short term companions (if they can even be called that). Jabe in the End of the World, Lynda in Parting of the Ways, Astrid in Voyage of the Damned, Oswin Oswald in Asylum of the Daleks and Clara Oswin Oswald in the Snowmen all die to save the Doctor. But all of them only appeared in one episode (or two for Lynda), and all of them (except for Clara Oswin Oswald) never actually enter the TARDIS.

For the actual companions, I would probably choose Captain Jack, Clara or Nardole. Captain Jack was prepared to die for the Doctor in the Doctor dances. He also died in the Parting of the Ways to help the Doctor, but was then resurrected and made immortal. Clara was also prepared to die when she entered the Doctors timestream. But just like Jack, she was saved by the Doctor. And Nardole is trying to keep some children safe from the cybermen, but he probably can't keep them safe for long. But we don't know exactly how his story ends, and perhaps we will learn more about it in Twice Upon aTime.