While we'd rather have a medium to large sized dog we're also selfish and like our freedom to camp/canoe/hike/travel whenever and wherever we want. For a while the kids were content with fish but in the end a fish is... well, wet and not very cuddly. After some searching we settled on the rat. The description at PetSmart read, "intelligent, able to do tricks, very social, and great with kids". Compared to the hamster's sales pitch that read, "able to store food in its cheek pouches". Hmmm, easy choice. Besides if we ever breakdown and go for the snake we'll already have its first meal beefed up and ready to serve.
It's been a week now and we're impressed. They are very lively creatures, love to be handled, they haven't yet bitten anybody (unlike hamsters), and are definitely more cuddly than fish.
UPDATE (thanks to a comment from Mark):
Did you know that it is illegal to have a pet rat in the province of Alberta? Yep, I'm serious. I bet they would scream "eeek!" and jump up on a chair just like in the cartoons if they ever did see one. Probably worried the rats would crawl up their oil pipes and stop the black gold from pumping. Ha.