Ever since Blizzard released raiding with Leashes which I do enjoy cause it gives me incentive to go back into old raids and collect pets cause some of the raids have legendary weapons, cool Xmogs, etc. If they made a 4th one which I hope they do here is list of pets that I would collect:
Ulduar
Lil flame leviathan
Mini Algalon
Mini Vezax
Razorscale
Thorim Jr
Icecrown Citadel
Mini Marrowgar (bonestorms)
Festergut or Rotface
Putricide
Tiny ship (from third boss)
Lana'thel or Dreamwalker
Just a few pets that I would enjoy to acquire. Feel free to add your own or what you think of my list.