My initial thought was Lugia. Being able to survive both underwater and being able to fly all over the planet, it seems to have something of a solitary nature which I find fits me fairly accurately. It would be wonderful to have such freedom, power, and even communicate with other creatures via telepathy. However, if the Pokédex entries are not an exaggeration, I certainly wouldn't want to destroy houses and cause 40-day storms just by flapping my wings, so... I dunno.
If I had to be one, Purrloin. It would only make sense (. .)
Though I can't say I'm fond of the prospect of being a fictional creature designed to populate a game to entertain millions of people across the world through their catching of it and consequently putting bread on Game Freak employees' already corpulent tables.
If just a regular Pokemon, I would be Zoroark. Casting Illusions on people would be so much fun.
If a legendary Pokemon then Lugia. I could swim and fly and use psychic powers. Although I would do my best to not make 40 day storms.