I think I would definitely want to own a Kneazle as a pet. They are very intelligent creatures and due to their similarity to the average house-cat, unsuspecting muggles would not know they were in fact magical creatures. Kneazles are able to detect suspicious individuals or unsavory types, which would also make them good to have as a pet, especially if they take a liking to the witch or wizard that owns them. They are also very intelligent creatures that can recognize cheating, which they disapprove of.
While kneazles do resemble a cat, they have spotted fur, large ears and a tail like that of a lion. So a kneazles wouldn’t appear to be just your everyday house pet. They do in fact behave very much like a typical cat, which catches spiders, chases garden gnomes and disrupts games of wizard chess by chasing the pieces off of the playing board. So they could cause a bit of trouble with your family’s garden gnomes or games of chess.
A well-known kneazle who resided at Hogwarts was Crookshanks, who was owned by Hermione Granger when she attended Hogwarts. At first Crookshanks was thought to be simply a large ginger cat with a squashed face. It was later learned that he was part kneazle and was able to recognize the Death Eater, Peter Pettigrew when he was disguised as a house rat.
So I think a kneazle, while it would be a bit challenging, would make a brilliant pet.