Well, you probably know the type breakdowns, but to help you put things in perspective...
- If you want a challenge, Treecko, while strong against Roxanne and neutral against Brawly, will probably have some difficulties getting past Wattson's Magneton as well as Flannery and Winona. (By the time you reach the E4 with Glacia and Drake, or even Juan with an Ice Beaming Kingdra, you should have other Pokemon to take care of them.)
- If you don't want much of a challenge want a Pokemon that can easily take care of the early Gym Leaders, Mudkip sports attacks that are super effective against Roxanne, Wattson, and Flannery and neutral against Brawly. Juan might be a problem, but again, you should have other Pokemon by the time you reach him.
- If you want a Pokemon that can take on the early GLs with just a little bit of training, start with Torchic. With Combusken's Double Kick, you should be able to take on Roxanne, even though she otherwise has a type advantage against you. Brawly's a Fight-against-Fight (read: not a problem as long as you match his level), and Wattson goes down pretty easily. Flannery poses a slight problem, but you also have access to things like Marill and various Rock-types by then. Hence, it doesn't matter much.
In general, personally, I prefer Mudkip, not only because it's easy to use but also because of the meme. I mean, who doesn't liek mudkipz?