Opinion on having a Windwalking Piggy as a battle pet?

Piggy is not that bad, and it works as back up tank for even land mobs on the field, although it will require some investment in aggro skills and is probably a pain to keep leveled. Personally i treat air pets in much the same way other venos deal with the water kind, just get whatever is most convenient at the moment to get the job done. Then again, i am saving for a nix. To me it comes down to wether you like the pet enough you'll be willing to spend on leveling/skilling it. It's ability as a tanker is well worth the effort if you want it as your final air pet, although this does imply a comitment towards pure PvE until at least endgame, by which time it would be reasonably easier to work for a nix.

The pig is a little strange. It has the highest pdef + mdef of any non-cashshop pet, edging out the two bears (which in turn edge out the glacial walker). But like the two bears it has abysmally low attack. If you can load up enough skills on it for it to hold aggro, it's a great tanking pet. But if your playstyle is for the pet to do most of the damage, it's not going to work for you.

Most people go for a high-damage air pet for PvP purposes, or simply because they're more available. The problem with a sawfly is that while it has fantastic DPS, it has low defense and hp. It's hard to judge distance in the air, so it's very easy to aggro 2+ air mobs. With the sawfly you order it to attack both, then frantically heal while waiting for it to kill one. It's not unusual to have it die before it even reaches the second mob (they tend to be ranged so won't come to your pet) since you can't yet heal it without getting aggro from the adds.

With the pig's huge hp and high defense, you just ignore the adds while finishing killing the first mob, then you can have it attack the remainders while you toss on a heal. It's also nice for "risky" bosses where you aren't sure the pet will survive. You start off flying out of range of the boss, send the pet in, and start spam healing. If the pet dies, you're in the air so you're safe from the boss. With a golem, if it dies, you're on the ground and have to hope you can jump up and start flying before the boss hits you.

The weak attack makes it really easy to pull aggro though. You'll probably have to do some skill replacing and upgrading to make it workable at mid- to high-levels. At around your level, in the 30s, you shouldn't have any aggro problems with it.