Depends what game I'm playing. I dislike choosing a Pokemon that everybody catches, though.
LG/FR I usually catch something like a Mankey, Pikachu or Nidoran. I only catch them depending on the starter though. If it's Bulbasaur/Squirtle I'll catch a Pikachu/Nidoran. And a Mankey if it's Charmander.
In R/S/E it could be either Wingull, Ralts or Surskit; I tend to go for Ralts though because Gardevoir turns into a beast later in the game.