Oh, guess I forgot to vote. :P
First of all, Ellie noo
I think they both fit the sidekick role well. Yes, Luigi does his own thing from time to time, but I still consider him a great sidekick to Mario when they appear together in games.
Buut my vote goes to Midna. Luigi is loveable and goofy, and he would follow his brother anywhere but his cowardly nature makes him less helpful as a sidekick compared to Midna. She can be kind of a jerk, but there's no question about the role she plays in aiding Link throughout the game, no matter what her initial reason for doing so is. She's just a very memorable character, and more complex and interesting compared to Luigi.