Shun would have a Clefairy. It is small, pink, cute and a lot stronger than it looks. Just like Shun!
Shion would have a Mareep because they are both sheep and it would be cute.
Yuri would have a Sneasel. Both of them use claw attacks, and are dark elemental creatures.
Dino Would have either a Squirtle or a Rapidash. A Squirtle because he already has a pet turtle and a Rapidash for his nickname and because of his box weapon.
Firesong would have a Moltres. He already has a firebird and insists that anything less than that wouldn't be worthy of him.