Donna was never a sidekick, yeah. She was created by accident because the first Teen Titans writer thought Wonder Girl was Diana's sidekick. She wasn't, she was her younger self, a la Superboy. Conner got his Superboy book straight away after the Death of Superman arc, and yeah, is also not a sidekick. Roy was, but was basically fired when Ollie and Hal discovered he was a junkie. He still remained Speedy until the 90s, but was no longer Green Arrow's sidekick.
Rocket is the sidekick to Icon, she finally got her name in the title in the latest series, Icon and Rocket.
Yeah, Williamson's run with Barry had Wallace and Avery (Kid Flash and Flash of China) operating as his sidekicks, and Wallace, given the new nickname Ace, carried over to Jeremy Adams' run with Wally, who also has his kids Jai and Irey helping out sometimes (often against his will, Ace is the only one he's actively allowing to be his partner).
Jackson is an equal partner, no longer a sidekick. That's why he changed his codename from Aqualad to Aquaman, which he shares of course with his mentor Arthur.