I wrote up a whole entry to answer this question, and livejournal ate it.
I don't like animals, so this question has always been a tough one for me. But if I were to choose an animal protector, I think I'd go with a raven. Birds can fly, so it would have the option to attack from up high or from the ground. Versatility is always good. It has a beak to peck and claws to scratch. Ravens are also a fairly good-sized bird, so it would be capable of doing damage. (Not as much as, say, a mountain lion or a bear. But much more effective than a songbird or a parakeet.)
Goodness knows, they're a smart bird - one of the smartest. Ravens can use tools and have great adaptability. Some say they even have a form of speech they use with each other. Perhaps my raven and I would be able to communicate. Who knows? At any rate, ravens can screech and scream most effectively. They'd be good for warning and startling/distracting any opposition.
But the biggest reason I like ravens is they have mountains of folklore and mythology about them, appearing as tricksters, harbingers of creation and destruction. Native Americans claimed that Raven stole the sun from the Sun God. The English say that if ravens ever abandon the Tower of London, the Crown will fall and Britain with it. Ravens screech "NEVERMORE!" as scholars pore over volumes of forgotten lore. If I'm going to have an animal pal following me around the world, it might as be one that has some good stories!