
cwslyclgh |

The animal would have the same stats as it does in the Bestiary (they wouldn't improve as you leveled like a druid or rangers animal companion), and it would have to be trained (See the Handle Animal skill), your DM would have to determine how much a trained war or hunting dog would cost for purchase, and you wouldn't have any special 'bond' to the animal.

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Prices for some more exotic animals are in the adventurer's armory and the advanced players guide.
The riding dog in the core rulebook is 150gp and is "brave in combat like a war-trained horse." You can then use handle animal to train it tricks like "attack" It's intelligence score limits the number of tricks it can learn.

Foghammer |

I would recommend talking with your DM about it and seeing how closely s/he wants to work to RAW. Non-companion animals are a lot of work compared to other actions you can choose. You'll want several ranks in Handle Animal or a really good Charisma modifier (preferably both) to have your animal act on command reliably. It's a move action to command an animal to perform a trick it knows and a full-round action to attempt to make it use a trick it doesn't know, and there's no way that I know to reduce those actions.
It's great to have an animal to help keep watch at night, but without the HD advancement, they can become a liability in combat.