Ferret or a rat?
Even given my overall distaste for furries, I'm going to assume anthromorphic variants of the two examples.
And this one is easy. Ferret, by a long shot.
Ferrets, by their very nature, are playful and energetic. A ferret-girl would be quite entertaining in bed... *wink-wink*
Not to mention, as an entirely domesticated breed(unlike Rats), ferrets are not terribly prone to biting, whereas rats are. While some biting and scratching can be fun, rat bites HURT!