Benicio Del Toro
Benicio has shared the screen with Depp only once so far, but his role as Dr Gonzo in Terry Gilliam's Fear and Loathing in Las Vegas was so powerful, and his chemistry with Depp so perfect, that he can be seen as one of the best acting collaborators of Depp's career. Del Toro and Depp were wet to appear together in 'Rum Diary', another Hunter S. Thompson adaptation, but it is not clear at this point whether Del Toro is still involved with the movie or not.
Here are the Del Toro movies that Indeppth recommends, other than Fear and Loathing: