If you are into city building, you could always hunt down a challenge. I'm currently doing the City Construction Challenge (http://www.minecraftforum.net/topic/607484-the-city-construction-challenge/), which gives good direction during building, rather than the "I've built a huge building and 10 small ones, now what..." Plus the excitement of making your first iron pickax is absurd. The difficulties decide how big your city is (Normal = 1 town) (Hard/Insane = Multiple districts).
Wolf, because its not an 8 foot door smashing bag of muscle and claws. Takes up less room than an anaconda too. Though an anaconda would be a significantly quieter roommate.
Have the cooked meat of the animal scare it away (creeper/cat style), so you could hold up a cooked steak and get all the cows away from the gate when you enter/leave.