Well, not really sure a horse counts ... and I've had lots of different kinds of pets (fox, racoon, skunk, German Shepards, Chihuahuas, fish, birds ...) .
For the best pet - I would have to go with a Female Siberian Husky acquired just after weaning and raised indoors around the family - especially if you have children. Of course - they become so protective of the kids you might have a problem if you want/need to spank them ....
"It ain't what you don't know that gets you in trouble. It's what you know for sure that just ain't so." - Mark Twain