All the available companions are immediately accessible at the start of the expansion pack, but there's a number of factors you should consider when assembling your party. While you can switch companions during the course of the expansion pack, they'll never start with more than their initial number of experience points (2.5 million for new characters), making it less and less viable to switch companions as you progress into the game because the substitutes will be increasingly underpowered.
If you initiated a romance in the original game and want to continue it, you'll naturally have to add your mate to the party. It's also more important to have strong melee fighters in your party than it was in the original game. Since most enemies in the expansion pack are strongly resistant to magic, you must have a number of characters in your party who can deliver devastating physical attacks. The ability to wear armor is less important than the ability to mete out melee damage.
In fact, armor class is almost irrelevant in the expansion pack, since most of the enemies you'll meet will be equipped with magical weapons or be high enough in level to easily hit even the most heavily armored character. You'll have great problems getting through the expansion pack, however, without having at least three fighter-class characters (fighter, paladin, or ranger) and one other character that is at least a decent hand-to-hand fighter (a cleric or a well-equipped druid or thief). Mages can rout a battle in seconds, but you must consistently rely upon your fighters to bludgeon opponents.
You also need at least one, and preferably two, characters capable of casting mage spells. Even if one of those characters is a multiclassed character or a bard and therefore can't cast the most powerful mage spells, you must have party members that can cast breach and pierce magic spells (or use wands of spell-striking) to handle the high-level enemy mages you'll frequently encounter.
You'll also need at least one cleric or druid for access to healing spells, although there are plenty of potions of healing available for purchase or that can be acquired as booty from your fallen opponents. While many players rely on clerics and druids primarily for their healing spells, both character classes have useful offensive capabilities in the expansion pack. Druids can summon elemental princes, which are incredibly powerful allies, as well as cast insect swarm spells to confound enemy spell-casters. Clerics have access to holy smite, one of the best spells in the game, in addition to a variety of useful summoning spells and can instantly destroy some of the powerful undead creatures you'll meet in the game.
Thieves are surprisingly badly represented among your available companions. Only three possible companions have thief abilities: Jan, Imoen, and Nalia. Nalia's skills are too limited to be relied upon without magical assistance, and Imoen's aren't significantly better. Jan is the only companion that can gain additional thieving skills and yet, as a multiclassed character, Jan will never be as formidable a spellcaster as Imoen or Nalia. Of those three, unless your main character has thieving abilities, Imoen is the best choice, since her abilities will be sufficient with a little magical assistance. Since you should have plenty of characters with second-level priest spells, you can consistently cast find traps and use Imoen to disarm them with her skills supplemented by potions of perception if needed. While you need a character with at least rudimentary thieving skills, and thieves can be very powerful with their new ability to set enhanced traps, they are probably the least necessary character class for the expansion pack.