Dog, definately. Ethan and Frisk especially, because they are both very protective of me. Skylar isn't protective of anything... when he's outside and sees a stranger or hears a strange voice, he trys to run toward it with his tail wagging!
And if I had to choose between taking Ethan or Frisk, I'd take Ethan. I know Ethan will take action because he once bit a friend of my sister's (my sister's friend wasn't upset, he understood that he made the wrong movement and that it Ethan wasn't attacking him for no reason).