If you're looking for challenges, consider a necromancer instead of a magician. Magicians have the best pets, and they have a variety of pets, but they are pretty much one-trick ponies. Necros only have one kind of pet to summon really, but they have a wide variety of very potent spells besides that. A mage is 110% reliant on his pet to be useful, whether solo or grouping, but a necro can be awesome in quite a few different ways.
Edit - and not to slam you too much, but you played right into my trap, so to speak. You said wow is too casual and that you want a real challenge, but the only parts of wow that you even did are the casual and easy parts!
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