I've played the first 40 levels so far as a "mostly stealth" orientated TS build (items and build concentrate on recovery, power, and defence - to stay in, or get back to, stealth as much as possible).
DPS pets are only really viable in a group (having only tried the sellsword and dog my opinion is limited), the devoted cleric is great "in general" play but once a boss hits her a few times (or she gets gang 'ticked' by minions) = she's dead.
I find a tank pet is great for getting combat advantage - especially if you give them some 'regen/life steal/def' magics and items. Galeb Duhr has a disadvantage of only being mindful of one target.. BUT if it is the right target that's great. Sometimes it isn't, so it can take you a while to get back on track with some fancy footwork, judicious rolling, stealth and Bait & Switch to distract the enemy while you go rub some life into his earthen limbs.
I play a Halfling, so always impressed with anything that is competent and shorter than me. Unfortunately, the dog and cleric die far too often when I use stealth (which is most of the time). If you play a different build you may have different experiences. :)