Pikachu. Loyal, cute and sometimes powerful if you have the right personality.
It would be fluffy and cute, plus it might be able to breed with a cat or something... maybe a small cat...? But maybe Unfezant, it would ROCK to ride on it!
But nah, Pikachu because if someone saw you on an Unfezant, they'd tell America and I would be forced to give it to science, or watch it be used as some kinda war toy.