I've always wanted an ocelot.

Foxes. Like a dog, but not.
Thanks to Russia, we're already partway there.

Raccoons, foxes.

Hmm, if I could choose, I would much rather imbue cat behavior onto an animal than dog behavior. Cats rule, dogs drool.

Sloths (of course!), armadillos, cheetas (well, basically large dog sized cats), boars, ...

EDIT: and otters and beavers!

For me, it's Racoons, Squirrels, or Crows.

I used to have a Robin friend, who would keep me company while I gardened, so he could grab a juicy worm from the ground I was turning. I'm currently friends with a pair of Sand Hill Cranes who spend every night in front of my house. I talk them nearly every night. They know me well, I stand right next to them, they aren't afraid of me at all.

Hmm, I would say a monkey would be an obvious choice since they can manipulate objects and do all kinds of things, are also fluffy/cuddly, and there's a potential for two-way communication. Possibly an ape, though it would be bigger--maybe too big and not as cute, and it could easily kill you if things don't go well.