Stipulations being that it would be obedient/loyal.
Personally, I would love to have a peregrine falcon.
[url=http://www.youtube.com/watch?v=j3mTPEuFcWk]Skydiving with a peregrine.[/url] "2 weeks later, Frightful was clocked at an astonishing 242MPH."
Peregrines are also known to pull more than 15+ G's at the bottom of their dive. Easily the fastest animal on the planet.
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Otter cub.