The NPCs you can keep the longest, are Jaheira, Minsc, Viconia, and Edwin. (For a significant portion of Baldur's Gate II, Imoen is kidnapped, but otherwise she is available through the campaign in the same way.)
I would avoid carrying your Baldur's Gate player over to Shadows of Amn. The reason being that there are some new classes and kits in the second game; you may want to try one of them for your main player character. Most of the items you could get in Baldur's Gate are available in Shadows of Amn, and if not, there are newer more powerful items.
Note on lack of Thieves
Shadows of Amn seems to stand in stark contrast to its predecessor. Whereas Baldur's Gate had an abundance of acceptable quality thieves, Shadows of Amn does not. This is one of its more unusual qualities. The only 'acceptable' thief is Jan who happens to be a multiclass character, which may be an unacceptable choice for some gamers.
Consider making your own thief to play through the game with. A dual class Fighter/Thief, Berserker/Thief, or Mage/Thief should be fine.
Note on NPCs
If this is your first playthrough, I would take Jaheira for storyline elements. She has low strength, but this can be rectified with a girdle fairly early in the SoA campaign. She's a multiclass fighter/druid, so she'll use up a lot of XP without advancing terribly far. Though she can still reach Druid level 15 early in the Throne of Bhaal segment of the game. She has a very dramatic presence in the game; she has multiple side quests, a romance opportunity, and, despite being a bit of a bitch, she's a very interesting character.
Aerie is a reasonable choice if you don't mind having a multiclass character in your party. As a mage/cleric, she will have a wide repertoire of spells to choose from. She has at least 6 separate interaction arcs with other party characters.
Anomen is a Cleric with 7 levels of Fighter. He can perform Viconia's role just as well as her, with an added bonus of Fighter level hitpoints.
Is a useful candidate for wielding several of the +5 Two Handed Swords that you collect, if your main character doesn't already have that ability. He has access to the True Sight spell several times per day, which makes numerous battles much easier. He has low dexterity, however, and you may find yourself expending a copious quantity of dexterity potions throughout the game.
The problem with Edwin is that you can't remove his amulet, so that precludes the possibility of combining the Robe of Vecna, The Amulet of Power, and the Level 10 spell Improved Alacrity. Combining these items and that spell, allows your mage to cast multiple spells without any delay between casts. Nevertheless, Edwin's extra memorization slots are enticing.
Viconia will prove problematic due to her low hitpoints. She will routinely die due to high level death type spells (and spells such as Abi Dalzim's Horrid Wilting). You have to ask yourself if it's worth having the extra few level 1-4 memorization slots. Her hitpoints problem can be rectified to some degree with a constitution Ioun stone, or with a Girdle of Constitution. Nonetheless, even with these items, she'll still have horribly low hitpoints. A Cleric with some fighter levels would make your life easier.