Head to Falkreath and locate the smith called Lod. He will ask you to find his dog. You can find the dog Barbas outside of the village and it will take you to the Shrine of Clavicus Vile. After speaking with the Daedra Lord, the dog will accompany you until you complete the A Daedra's Best Friend quest. The dog is technically a quest item and thus can't be destroyed. It will automatically attack enemies who approach you and, since he can't lose any health, he is the best tank ever. Note: You may take another companion in addition to the dog.