I'm not aware of any pet being 'the best', it depends on your play style. Generally I'd consider pets with abilities that you don't have yourself the most useful. A Bluebell isn't bad, and it learns some interesting spells over time.
Attack and power are similar among pets, but pets are specialized in what they do. Tanky pets generally have higher armor and health, whereas caster pets tend to have less (but in turn have more magic attack).
The best equipment is obtained through hard mode bosses in dungeons. Magic attack and intellect are the stats you probably want the most - magic attack for the damage, and intellect for your mana (which effectively, through mana shield, increases your health pools). Dexterity is nice for faster casting, but don't focus too much on it.
