I'd be Lucario, since it's tough all around and is quite smart. AND it can speak! XD;
Other Pokémon that would be my other best choices are Sceptile, Blaziken, Swampert, Altaria, Weavile, etc. And being Dialga, Palkia, Giratina and Arceus would be pretty awesome, seeing as you can bend space and time and all that. :]
And then there's Zorua and Zoruark...I'd be them if I knew exactly how they worked. XD;