Before answering that question, one has first consider that in real life, pokemon wouldn't be cute little anime characters/pixelated critters which can win cool fights for you. They would be animals with powers to control elements, and likely, many would be an extreme hazard. Take pikachu, for example. Cute, no? Seems like a great pet, doesn't it. But then, consider that this thing packs tons of volts of electricity. If pokemon were real, you would be real too, not an anime character, so if you pissed that thing off, it could easily put you in a coma. Don't get me started on charizard. It's not just an awesome, anime dragon now, it's a beast which could easily destroy your home simply by forgetting to watch where its tail is. Also, remember that in the anime and games, the trainer spends almost no part of his life at home. Pokemon would be ridiculously hard to keep in, say, an apartment, or even a suburban area. And the reality of being a pokemon trainer would mean years of camping out, eating out, and carrying a heavy load of supplies at all times. No chilling out in your room, in your underwear, as you might be doing when you are playing Pokemon.
Now, I consider myself. While I am quite fond of animals, my experiences with owning hamsters gave me this message: I am not a good pet owner. The only animal which I feel safe in keeping is something as simple as a guppy.
Now, let's think of pokemon. I haven't had anything highly intelligent and energetic, like a dog, and my hamsters' fate clearly indicates a mammilian pet isn't my thing. So, it's narrowed down to fish. Goldeen comes to mind, but a goldeen can't be kept in a tank. Also, all pokemon are one foot long or longer, which is enormous for a pet fish. And certainly not large enough to keep in my small room. So, if I did own a pokemon, I'd either be forced to keep it inside its ball nearly all the time, or I'd have to satisfy myself with something like porygon, which isn't a living, breathing creature.
People who could keep a dog or a cat may be better at keeping something like a skitty, or a snubbull, though even then, glameow and persian are extremely fickle, and growlithe could start fires. Not easy pets. Then, there's the big ones. Something like a venusaur would require a whole lot of land to keep it in. Ask yourself if you could keep a horse. You are now looking at something much larger than a horse, requiring much more land to roam, and much more to eat. Then, there's charizard, which would require a small fortune on meat, and would need a place to fly without smogged up air, plus, would probably be trouble, because it might eat peoples' livestock. Happy defending yourself in court.
So, if pokemon were real, they wouldn't have the excuses of being from a video game or from an anime that makes them easy to take care of in that, and would be really tough to keep.
...However, if the question was, what would you get if you were part of the anime is an entirely different question. An anime character can get shocked, torched alive, and can topple over backwards, and come out of it completely unscathed. So, if you were an anime character, keeping a pokemon would be no problem, so go ahead and choose whichever you like. Of course, there'd be no wandering through grass, then having pokemon appear out of nowhere, you'd actually have to hunt the pokemon down, and catch them, but still, it would certainly be easier.
I'm such a killjoy.