After you finish the main quest line of the Dark Brotherhood, and become Listener, just go back into the main area. There are three bodyguards to choose from: an Imperial Archer, a Khajiit Swordsman, and an... Imperial ( think) mage. They will follow you regardless of disposition (unless you already have a Dark Brotherhood bodyguard) and will fight to the death. They will never run away in fear. Once one is dead, however, you must wait for them to respawn in your party. Similarily, if you have one type, but want to have another, you must tell your current bodyguard to return to the sanctuary. If your bodyguard has died, however, you have to wait for them to respawn, then tell them to go back to Cheydinhal.