I'm EXTREMELY biased as my necromancer has a zoo of Deer Knights, but Deer Knight. :) Unless you have a Life Mastery Amulet you won't be able to use the Gnomes cards that come with a Trojan Horse while the Feint card a Deer Knight gives is very useful.
With either pet, hatching out the selfish talents is a must. First generation pets of all types have drawbacks and are merely starting points toward "perfect" pets. The primary pet all four of my wizards run with is either a Deer Knight or a pet hatched from one of my necromancer's Deer Knights.
Wizard, a Trojan horse or a deer knight pet?