I want a pet hyena. It would be a female hyena, since they are the matriarchs and are larger and more aggressive than the males. (This seems to be due to the high dose of androgens the females receive during gestation which is surprisingly correlated to social status, but that's not really the point.)

The hyena would not really be my pet. We would be a team, she and I. For instance, I would be like "I really think we should bite this guy" and the hyena would be like "I totally see your point" and then we would bite the guy and maybe later on get a sandwich.

Everybody wins.