They can all be killed (by you) with the exception of a couple (like Mjoll). You can either get any one of the mods that make your followers unkillable or you can do the Black Book quest and get the perk.
As to followers being weak, that is a misconception. Many followers cannot exceed a certain level (20, 25, 30, 40, 50, etc..) with a couple of exceptions being around 100 and I believe 2 level as high as you want, but that doesn't really affect their vulnerability.
For me, it's more about weapons and armor and getting them to use them.
Lydia is a good example for me. She only levels to about 50 and is thus not much use at higher levels, unless, of course I give her good enchanted armor and weapons, in which case she is much more of a tank.