Having your Pokemon follow you around on your journey was definitely one of the coolest concept in HG/SS.
As for me, the Pokemon that I like following me around was my shiny Noctowl and Gyarados.
Some notable mentions would be: Cyndaquil, Totodile, and Feraligatr.
I always liked Typhlosion, but if I have a weaker/ lower level pokemon that I want to train, I would always choose my fav out of them, usually Eevee or it's evolutions, Ampharos, Luxray, Growlithe or Ponyta. Or any of the others who I can't remember the names off lol
Banette is m favourite, so I like him to follow me around.
But to be honest, Scyther is funny to keep following you, as sometimes when you 'speak' (press A) to them, you get messages such as 'Whoa! Scyther suddenly hugged you!'
That would be very, very painful.
Typhlosion. Sometimes, Sudowoodo
Generally, the first-stage pokemons are the best. They look really adorable, and their details are easier to notice.
The larger ones are fun, but not for too long for me.
Piplup is my favorite. I traded her in from my Pearl version and she has the cutest little waddle. I hope the Pokemon follow feature is implemented in the future. It's one of my favorite things about HG/SS.
I'm torn with this xD My all time favorite is Squirtle and having him by my side would just make the Pokemon fan inside of me just squeal with joy! he'd be a cheerful face to look upon while going about the day. HOWEVER, I've been loving Houndour/Houndoom lately. I'd feel pretty awesome walking down the road with a Houndoom by my side and no one would want to mess with us xD
I personally like Noctowl following me around particularly my shiny Noctowl, it was my first shiny and I encountered it right after pokeballs became accessible. Plus I like birds and my favorite Pokemon are usually avian Pokemon.