for lower levels if you want something to tank with while soloing or whatever use a bear, high hp/armor and the ability to eat anything owns - however at level 60 fast attack speed and dash owns all, not really for dps reasons (since even though a creature might have a fast atk speed, it's avg dps will equal out to be about the same as other creatures in it's family) but as togusa said the faster atk speed really helps when fighting casters.
when you get to level 36 or 37, go to swamp of sorrows and tame a swamp jaguar - they're 1.2 atk speed and have dash and all that shit, and just level that up to 60. That's the easiest/fastest thing to get that isn't a rare spawn and won't require a shitload of dumb camping.
another thing to keep in mind is that in the upcoming hunter patch, all pet stats are being changed so they're all pretty much equal - the differences will be from what you choose to train your pet, rather than innate attack speed and shit that it already has once tamed.
http://www.goodintentionsguild.info/ has a list of pet attack speed and what not
seriously though - if you're at all interested in pvp, get the fastest attack speed pet possible that has dash (dash also owns at pet pulling in molten core)