Hmm... This is an interesting thing to think about. And my answer does really depend on whether Mirages operate similarly to Personas (connecting to their characters on a personality basis), or if they're essentially just companions and not reflections of personality.
If it's the former, then my Mirage would be either Sumia or Soren. I share enough personality traits with both of them that I would connect extremely easily (more so with Sumia than Soren).
If it's the latter, then my Mirage would have to be Ephraim, Lethe or Sothe. Ephraim because he's my favourite lord in the series, and would be a pretty kickass Mirage to have (I love spear based combat). Lethe, because she's a fascinating member of the Tellius cast, and the effects of a Laguz as a Mirage would be pretty interesting to see/experience. Sothe, well, I'm not totally sure why, but he's been my favourite Tellius character since Path of Radiance, so I'd just like to have him as a Mirage. A thief would be very interesting to have in combat after all XD