We don't eat rabbit, because we've had them for pets. Luckily, we can make that choice. I know when I told my grandfather we had gotten a rabbit, he said "Oh? We raised rabbits when I was a kid." I got all excited, until he said "For meat."
Pigs are really adorable and smart, and my husband would love to have one for a pet (except for the whole size of a grown pig thing). Except, they're made of bacon, so I would have a hard time with that.