Personally, I look at it from a few different perspectives: what spec are you leveling as? do you plan to PvP, solo, or dungeon? Will you be mostly single targeting or will you have some group pulling?
The only reason I say this is because different tenacity pets specialize in different areas. While a turtle/beetle is a good all around damage pet, they really only excel in single target tanking (talking about lower levels here) and they take a pretty fair beating at this level, even with shell shield.
Honestly, I really like bears at the lower levels because demo roar can be invaluable, but for SV/MM hunters, I highly recommend crocs. The snare makes it so that you can kill the mob before it reaches you. With any other tank pet at these levels, unless you're BM, you're going to constantly pull off of your pet and spend a lot of time kiting which is why I prefer a DPS oriented croc for leveling. Or a warpstalker for the higher levels.
A crab's pin can work well for SV/MM as well because even though they don't generate aggro while channeling it, anything but an elite should be dead by the time the effect wears off. I don't recommend crabs for BM since KC interrupts the channel of pin.
Scorpids are a fairly solid choice if you're up against any heavy melee areas, and boars are all right for MM once you get piercing shots (or whatever it's called).
Sorry that's a bit lengthy, but I hope it gives you a little more insight into the various tenacity pets and their worth.
