If I could have pokémon by my side in the real world, I'd want it/them to be my favorites!
Maybe a Manectric, or any of the Eeveelutions, or Ninetales, or Mantine, or Vileplume!
[edit]: Ok, some reasons are probably in order.
With Manectric, or any of the other 'dogs,' I'd just love to them him/her/them as a buddy, to do everything and anything with--all the things you could do with a real dog.
Mantine, for me, would be a dream to swim with. I love rays, and the way they move. To have a big, majestic, docile one as my friend and be able to swim (and fly!) with it? Amazing!
As for Vileplume...heh, I just love it.