As A.E said, it totally depends on the character. For runewords, A.E. is dead on. I also like Doom in certain cases. Pride is another popular option for Bowazons and a few other builds. All of these weapons assume the use of an Act 2 merc, but a Faith Act 1 is an excellent option for a Bowazon wielding something other than a Faith bow.
A few good options for Uniques would be:
Eth Reaper's Toll: Solid damage, but CtC decrepify can really help melee characters deal with PIs (including the merc)
Eth Tomb Reaver (2 or 3 sockets ideally): powerful and flexible, but potentially very expensive. A 3os eth Tomb Reaver is godly for a Fury Druid, so I wouldn't waste it on a merc
Upped Eth Hone Sundan: Big CB and 3 sockets allow for a variety of options
Eth Arioc's Needle: ITD, 50% DS, very fast, and up to +4 skills will all help make the merc a hardy meat shield