I love animal companions that fight on your side. The mabari you get in Dragon Age is a great example of why; they're adorable, loyal, and not too shabby as fighters.
Borderlands could also benefit from this concept. After all, skags are such a huge part of the universe that you might as well give the player some friendly, trained ones.
In the spirit of Pokémon, one user created this grenade mod that lets you throw Pokéballs that release one of ten skag variants to fight on your side. That's a feature I would definitely love to see in a Borderlands game.