Dragons and Unicorns are my favorites. But I wont say no to any of the others.
My dream Unicorn is a White Appaloosa and a Black Cream aka Silver with a Diamond Horn, Acute Eyesight, Quickmind (for a male fighter) or Genealogist (for a female/male breeder), Agile Paws, Massive hooves, Steel Bones (male fighter) or Light bones (female), Steel Muscles (male) or Gracefulness (female), Regeneration, and Fragrance (Male) or Thick Skin (female).
I am very attached to my pets. I may or may not sell, so if you want one, theres no harm in asking. If I wont sell you a pet, I will allow you to breed with them.