Word of advice to hunters: tame Bellygrub, he makes an awesome pet, for MM at least and probably other specs as well.

When leveling a marksman spec hunter it's extremely important for your pet to hold aggro from your ranged DPS; if your pet loses aggro, fights can go from 'afkshot for a few seconds, then loot' to 'sacrifice pet just to get away alive' very quickly.

Boars are the only pets in the game at the moment with Charge, which makes the pet rush toward the target, immobilizing it for a quick second. Charge also increases the pet's attack power for the next attack by a lot, and given the way Growl works, the boar will typically charge the enemy, taunt, and instantly have around 1k-1.5k threat - basically, you wouldn't be able in most cases to pull aggro off of your pet from then on before the enemy dies.

Boars can also learn Gore, which is an instant, zero-cooldown focus ability that does damage (also known as a focus dump) that will make talents like Go for the Throat well worth getting. They can also get Bite (a 10-sec cooldown damage ability) and Dash (which shares a cooldown with Charge, so it's not that great). They also have decent health and armor.

Once you've got decent ranged damage, all you really need to watch for is the occasional resist on the first taunt and the mobs around you and your pet.

Bellygrub comes with Charge and Gore automatically, and you won't be able to get another rank of either until around level 50. Learn Bite from a spider in Arathi Highlands around level 32 and you're set for a long time...