Well, as a lvl 78 wizard I can tell you there is one thing that i focus on to make a pet worthy of being trained to such a high level.
For me it's their "pet pool". A pet pool are the traits that your pet has in it's talent list. Depending on your gear and what needs improvement all contribute to what your pet needs. If your gear is focused on damage then I would tell you to hatch with a pet who's talent include fire critical, accuracy and if you want global resist. in reality for a pet to be raised to mega all it needs is your approval in it's talents.
My stats are high and balanced, so what i use is a burning dryad with 3 critical stats and one global damage. In total my stats are as follows
53% fire damage plus 7
23% resist to all schools plus 18
8% global accuracy
and because of my pet 277 critical or 42%
Thanks to my pet i'm having no trouble in Avalon which is where you should be
For which pet i would recommend i would suggest whichever pet balances out your gear stat wise, because i don't think many first gen fire pets are worth it.
If you're interested in my stats and pet, i have water works hat and meowiarty archmage boots and robe with a burning dryad pet.