I was really disappointed when they kept going the angst route with Cath & Sara. (I remember how both Marg & Jorja fought TPTB about this at the beginning) They could have had more interesting storylines if they didn't constantly have them arguing, and allowing some personal discussion - kind of like Diane & Jill on NYPD Blue or even Cagney & Lacey back in the day. They would argue at times, but you also go to see the female bonding aspect of those duos.
I also think that Lady H would make a great friend to Catherine. They had so much in common, and it was clear in just that one little scene from SoLV where they talk about their kids, power & working in a man's world. I'd like to see Lady H back in a consultation capacity on the show, kind of like she ended up to be in her last episode. It would be great to continue that, now that Catherine's the supervisor.
I'd like to see a Catherine/Wendy friendship - especially if they're going to have Wendy in the field more now. They have Wendy ramble on with funny stories every now & then, so I think that would make a Cath & Wendy friendship enjoyable to watch.
I think I've resigned myself to them never bringing Sofia back, but it would be nice for her to come back. Cath & Sofia seemed to work fairly well together after Sofia became a cop. (remember the origami scene? or searching the apartment in double cross)
My choice for a Catherine confidant who is not a co-worker would be the reappearance of Catherine's sister, Nancy, who's been missing since the beginning of the Pilot episode, but has been mentioned in a few episodes.
If we're talking crossovers - I'd go with NCIS. It would be great (& kind of funny) to have Catherine working with either Ziva or Abby. Or maybe that's just because I've been having an NCIS season 3 dvd marathon this weekend. (or it could be that I've read the CSI/NCIS crossover fanfic "Starting over" one too many times! LOL)