I'd have to say cats are my favorite. I tend to be rather self-absorbed and cats are fine with that. We match that way.
If I lived out in the woods it would be different I expect. Then I'd probably befriend a dog since I'd need a "partner". Although at this point a horse would probably be better. I'd love to get close to a horse. Amazing animals. Actually, the horse and the dog would probably choose to leave me home. I'm rather useless after all.