Really no other animals are actually that great for the road (and I'd go so far as to say that generally, it's not a good environment for dogs either). The obvious second choice is cats, but cats enjoy stability and having the same place to sleep, and have more of a tendency to get lost and eaten by predators. Of all the cats I've seen on the road, very few have survived past a year. Most animals just aren't as adaptable to different temperatures and environments as humans, and this country has a very wide range of both, and that rules out a lot of pets like reptiles and ferrets.
Unless you're in a vehicle, honestly, a dog is the only reasonable choice.