If your pet has bad or poor resists, then hp's won't matter too much. You can have max hp's on your pet, but if your resists are bottom rung, then no amount of hp's are going to help.

As for resists. You want to separate each type of pet. You can't lump Cu's and rune beetles in to one category in terms of resists. They each have different highs and lows. Same with stats.

Me personally, when I go out looking for a Rune Beetle (prob the hardest pet to find considering all the combinations you need to compare), first I look at resists, then I look at Eval and Poisoning (both have to be over 110 post tame), then I look to dex (over 140 is preferred) and then hp's. Personally, I like my resists to be within 5 of max resists. (Yea, its taken me a month to find a decent pet)

Then again in my guild we have pet tournaments where we pit our pets against one another. Resists and training come into play very heavily and we have members who will spend months just to find the best pet they can.

Now in terms of percentages....I would go resists 60%, stats 25%, hp 15%.