Either a Charmander or a Pikachu. I've always liked both, they both have great practical uses, are easily recognizable as Pokemon (So if I show the off in public, people will know they are Pokemon), are small enough to pick up but big enough to cuddle, and are both known for being stubbornly loyal.
I've seen this question many times, but it never gets old. I think we all wonder what it would be like to have a real Pokemon as a best bud.