If you want a pet to follow you around you can use Events actually

When you make the event you need to set its movement to "approach". Then you select speed, and as it's a pet i recommend "High" or "Fastest" depending if it's a dog or cat. Turtle would be slow or slower

The only problem with this is that you need to paste thin in every map that you make (easy copy pasting), and you must place it behind the player if you enter a house, because this pet will be able to get the player stuck. In that case i would add a choice where you could make it walk away. When selecting this choice you set it's move 5 steps away from the player, but whatever you do, don't add "Wait till movements completed". This could make the game get stuck. Since if the dog gets stuck into a wall, he won't be able to move anymore and the player won't be able to walk.
when creating this choice "Move pet", i would also recommend that you add directions, so that it doesn't move. I'll try to make a text version of this situation
X = Nothingness
_ & I = wall
P = Player
O = Pet
F = Furnitures
¨ = supporter lines
XXXXXXXXXXXXXXXXXXX
XXXXX____________XXXX
XXXXXIF ¨¨¨FI¨¨¨IPOF¨IXXXX
XXXXXI ¨¨¨¨¨I¨¨IF¨¨¨¨IXXXX
XXXXXI _¨__I¨¨¨I_¨__IXXXX
XXXXXI ¨¨¨¨¨F ¨¨¨¨¨¨I XXXX
XXXXX_____¨¨¨_____IXXXX
XXXXXXXXXXXXXXXXXXX
If you don't get it i'll uppload a picture, at the moment im on my laptop, so not RPG Maker XP available.
If you had chosen "Move backwards" the pet would get stuck to the furniture and make the player trapped
Another nice detail is that you can add variables to set it's relation ship to you. For that you need 2 variables. 1 is for it's "Exp/ relationship" and the other to display it's relationship "Level"
For the first one which gives the experience, which i call "Pet Exp" is always gonna go like this:
Control Variables
Single "0001 Pet Exp"
Set
Random 1 ~ 10
The random 1 - 10 is the wished amount you can obtain from your action. If you want one number you simply just make it
Random 10 ~ 10
Now over to the pets relationship. Now we make a variable named "Pet Relationship", and this one is gonna look like this:
Control Variables
Single "0002 Pet Relationship"
Add
After add I'm unsure, but is either one of these;
Variable "0001 Pet Exp"
Constant 1
Then you can give the pet a bit different things to do, where you need higher relationship or make a new choice appear as the relationship grows. The easiest way is make a conditional branch to check this.
To earn relationship exp you can feed it with food, complete a quest together or anything you like

Also, if you want, i'll make a tutorial and demo for you, and by tutorial i mean video, as it's easier that uploading hundreds of screen shots

If this helped, then im glad ^^
And your free to use this, and it's up to you if you want to credit me or not if so

-Sincerely Nub Cake
Edit: Just realized this is 20 day ago, lol, well, if any check here, i hope this was useful xD
This post has been edited by Nub Cake: Apr 12 2012, 02:34 PM