Pets; they are your buddy the whole game. Garments will come and go, but a good pet can follow you all the way to the top. So how do you build a good pet? First, choose a pet with abilities you like.
Vampire Bat: If you get Cruelty as a passive, your little bat will be giving you a 150 crit bonus
Psychic Dog: Special attack silences enemies. This can buy you a lot of time versus enemies with dangerous special attacks
Polar Penguin: Special attack freezes enemies. A frozen enemy cannot attack you until you hit them, and your hit will be doubled in power. Criting after Polar Penguin specs usually kills most enemies due to the 4x damage multiplier. I had a penguin user at the same level as me hit me for over 3600 in one hit!
Pet House: after you have 4-5 inventory pages, spending your gems on pet house bowls is definitely your best investment possible. Try to get at least 6 bowls so you can check the starting 3 skills of a new copy of your favorite pet every 8 hours.
Now, that you've chosen what pet you want, get a pet either from questing or buy one for 140,000 gold from the Store. DO NOT BUY THE MYSTICAL PET CONTAINER FOR 140 GEMS!!! Seriously, it is a terrible waste of $3.50 worth of gems. First, leveled up pets take a lot more exp to skill up, so they will gain skills exponentially slower per level. Also, you cannot transform +ed pets at the laboratory. Save your gems for food bowls and jail cells, friends.
OK now that that is established, you need a lab. The Laboratory unlocks at level 31 and is one of the most helpful features in the game. If the pet you have is not the pet of your choice, bring it to the lab. The lab charges you a small but increasing gold fee to change pets and garments at level 0 to units of equivalent type. Therefore, a pet will never become a garment, and a senior garment will always produce another random senior garment. Transform your pet until it is the one you want. Try to get 3 copies of the pet you want.
Good, now you have the pet you want. Feed the pet in the pet house. At lvl 0, pets only take 200 exp to skill up, so keep them that way until you have 3 awesome skills on one pet. First, use 600 exp to reveal the 3 skills of each of your 3 copies of your favorite pet. Then, choose the pet who has the skill you like best, and if you have pet locks, lock the skills you want to keep. You will need a pet lock per skill per each time you teach your pet a new skill in order to protect the skills you want. Repeat this process until you have a pet with ideal or at least close to ideal starting skills.
Fusion and beyond:
Do not start fusing to level up your pet until you have 3 great skills. Seriously, it is a bad idea. Once you have 3 uber skills, unlock a 4th skill slot by leveling your pet to level 3. Remember those lame duplicates that did not give you the skill you wanted? Feed them to your far superior 3 skill wonder pet. This will take 6 additional copies of the pet you want so the lab will be your best friend. Voila! You have a 4th skill slot. Get a 4th skill before leveling your pet up further. If the skill is good enough, then go on to level 6 for your 5th skill and so on. Leveling pets is easy if you do it right, so get out there and make a pet who will join you at the top!
Pet Skill Tiers
Defense: Your pet blocks 10% of hits against you. This skill has saved my life countless times!
Improved Ferocity: Your pet gives you 10% more attack power... If you were wondering if this is huge, yes... yes it is huge!
Improved Accuracy: Hit gets a bad rap, but it will make you a star the second you come across a high EVA enemy in a group quest.
Improved Fury: +100 crit. Crit + Frozen opponent= 4x damage. This lets you 1HKO sooo much.
Improved Vitality: 10% HP makes you the tankiest tank.
Improved Toughness: Res is currently very powerful. Use it.
Improved Dexterity: EVA lets you take advantage of enemies with low Hit Scores. Be a ninja!
Attack: What?! Attack is tier 2?! Yea, if you freeze opponents, nothing is more painful then watching your pet free them from their icy prison for very little damage. Also, your pet could activate an opponent's healing ability, throwing the battle in the enemy's favor. This ability is a double-edged sword.
Armor Break Variants: May be tier 1. I am still not sold on the break stat.
The lesser versions of all improved skills on the Tier 1 List
Rudeness and Firmness Variants
Note: tier list does not include pet specific skills. However, my suggestions based on pet-specific skills mirror the suggested pets posted about. Seriously, polar penguin and vampire bat do work. If you have any questions, post below. I will be on World 7, crying because 2x exp is over and wishing I was level 45 (about 219 k exp to go!)