It depends a lot on the pet and how your spec and gear evolves. A high dps pet or a boar (using charge) can hold aggro reasonably well. The key is allowing the pet to land a Growl before unleashing your firepower. Truthfully, most stuff will die quickly enough that you shouldn't have much to worry about. I would recommend a Boar for their charge ability up until level 35 or so, at which point you can trade it in for a cat with dash. Also, I've had good luck using wands while leveling my pair. Grab the +dmg talent and it becomes a nice dps boost even on short fights.