Did anyone say a monkey?, I always wanted a monkey!!
For What animal Would you change the Knight in chess?

a ninja. if it was a ninja, your opponent could still make 4 or 5 moves before he even realizes he lost the game already. Ninjas are sneaky that way.

A springbock which can make 15 meters jump, and can thus expand the knight move to all the squares of the chessboard
I like also the jumps of the grasshopper!
It wouldn't make sense to change the Knight from a horse since chess is medievel themed battle and the Knights traveled by horse. To change to for example a raging chess bull, you would have to change the name of the piece to either a bull fighter or even a bull rider like at a rodeo. I guess you and most everyone who responded to this and suggested their changes aren't much into tradition and want to change the way things are done. You all probably want a playoff in the major college football program instead of the BCS. Baseball is probably to slow a sport for you to follow. You probably crave more scoring in hockey. And you probably know nothing about soccer...