The idea of a "familiar" as a physical animal comes from Medieval superstitions and it has been continued by some of the crop of poorly researched books on the market these days. But the fact of the matter is that our beloved pets and a Witch's familiar are very, very different things.
A Witch's familiar is an animal spirit or a magical construct created by the Witch or the Magician as an adjunct to their magical workings, as a repository for power, and if needed as a defense against magical attack from another magic user. A Witch or a magician can draw upon the energies of the familiar when they need an extra boost of energy in a magical working. Conceivably if the spell is important enough, the Witch could completely drain the familiar of energy causing it to "die" or cease to exist. And in the case of a magical attack, the attack could be diverted to the familiar so that it would be the familiar which is destroyed rather than the magic user. None of these are things that I think any of us would want to do with our pets.
There is an excellent article on familars here: http://en.wikipedia.org/wiki/Familiar_spirit
Animals are very sensitive to the energies around them and they may be drawn to us when we are working magic because they can sense the energy. They also want to be around their people, which again will make them want to be where we are..and that may be where we are doing magic. Neither of these things makes the animal a familiar or inherently magical in and of itself.
So, to tag on to Lark's standard familiar post, again familiars are not actual living animals. Do not try to attract wolves to your home, wolves are wild animals.
The term familiar is short for familiar spirit, if you work with spirits then maybe one of them will agree to function as your familiar. If you don't, then you probably won't have a familiar unless you wanted to build a servitor to serve as one. That would be a magical construct, something like an energy golem, it would be limited by what you programed it to do but it might be helpful.
If you can astral project, you might meet something willing to act as your familiar in the astral. If you try this keep in mind that, much like humans, spirits can and will lie and will act in their best interests over yours. I would suggest taking the long way around and building a working relationship with a spirit before wanting it to be your familiar.
