I have a cat and he's brilliant for depression and anxiety. He's a bit mad too so I can play with him to distract myself and he's always willing to climb on my lap for a cuddle. That purring, soft, warm ball is soooooooo comforting! And he does this weird forward-roll thing when he wants attention that always makes me laugh, along with watching him attempt (and fail) to catch birds.

I'm not a dog person though. ;-)