Animal Companions
You can switch animal companions when you, in play, come across a suitable animal (i.e. don't count on getting animals that are not native to the lands your character is currently in.) Note that some animal companions won't be allowed into a lot of places, no matter how much you claim responsibility for it's actions. (Case in point, Dinosaurs...)
Animal companions get average hit dice every level (i.e. no dice rolling for them.)
If you raise an animal companion's Int to 3 or higher, it's no longer your animal companion... (Nor even an animal, technically. See http://www.d20pfsrd.com/bestiary/rules-for-monsters/creature-types#TOC-Animal) I.e. Animal companions never 'become just another party member', you will always have to control it using your actions. (Yes, this is a houserule, akin to the ones about 'max one summoning spell', 'max one combat pet'. Summoning and pet controlling classes take enough game time as it is.)
Wildshape, general
Shield bonus to AC does not translate to wildshape.
Wildshape, Beast Shape
Read and understand these:
http://www.d20pfsrd.com/classes/core-classes/druid#TOC-Wild-Shape-Su- http://www.d20pfsrd.com/magic/all-spells/b/beast-shape http://www.d20pfsrd.com/magic#TOC-Transmutation-Polymorph
You can only wildshape into animals where all the prerequisites below are fulfilled:
Wildshape, Elemental
Natural spell does not work in Whirlwind form (or similar.)