The cu sidhe is a great pet to have. You need about 101.6 taming and lore minimum for them. They self cure and heal, and have a high 2,000 max hp, but require four control slots.
The ancient fire steed is the next step up. These have three pet control slots, with a max hp of 1,500. They don't self heal, cure, or heal you like the cu sidhe, but they do much more damage.
For the best results, save for a +1 pet slot deed for 200ed, or 20mil, from the ED stone at Trinsic bank. You may find them a few million less at the monthly GM held auction or from other players. With six pet slots, you may control two ancient fire steeds(AFS). With pack instincts, these beauties do more damage the more you have out!