Raul, he's the only companion that tolerates the legion.
Lilly also tolerates the legion if you want a melee companion.
Veronica also tolerates the legion. PS. she is the best companion
Though Veronica tolerates the Legion whether or not she is the best companion is subjective, besides if you advance the Legion questline enough she will leave you unless you use an exploit. Because of this she probably isn`t the best choice for a pure Legion Character.