Edgar the Raven from Cutteridge Estates is my favorite of all the companions I have. Then Clara the Floating Skull, also from Cutteridge Estates. 3rd would be my Rottweiler from Acorn Meadows Park. Like LMOs, I bring out a companion based on the outfit I am wearing.
Oops! I forgot one of my all time favorites, Lil' Executioner from Avalon Keep's Dungeon. He's awesome and I've never seen anyone else with him for some reason.
My Border Collie from Acorn Meadows.
Black Cat from Pottermore.
Rainbow Unicorn from Aurora Island.
I have a Falcon now from..... Not sure where actually, just got it recently as a reward from something.
The yellow blonde gold Binx dog whetever it is. Maybe it's Disney's "Old Yeller" but in that case it would have rabies.
The beagle dog and the raven are good too with the raven maybe being the best working landing on one's shoulder.