Got Xu-Fu first and Zao yesterday as my 2nd one. Don't really know which one next, doesn't matter tbh.
Both Xu-Fu and Zao destroy any critter. I often go the Valley of the Four Winds to fight wilds pets to level some of my lower lvl pets. Especially Xu-Fu can nuke any lvl 25 critter team, often having full health at the end of the fight.
Zao is the cutest in my opinion.
I play a female gnome and when I feed him some cookies to increase his size he's actually bigger than some of my mounts lol.