As long as you are torn between four extremely different animals, you are not clear on what you want in a pet and are not ready to own any. That said, native wild animals (raccoons) are illegal to keep as pets, imported wild animals (monkeys) are often illegal and always unethical to keep as pets, exotic pets (ferrets) and livestock (donkeys) are legal to keep only under certain circumstances.
My response to "I want a pet monkey" posts...
Monkeys do not make good pets. There is simply no way to care for them thoroughly or safely in one's home. One of their most basic needs is inclusion in a proper social group of their own species, so the fact that you want "a" monkey is a red flag. (If you're now thinking of having several monkeys, forget it, they'll put you in the hospital in no time.)
Aside from the harm this would do to the monkey and to yourself, think of what it takes to bring one monkey to the USA for the exotic pet trade. The answer is the deaths of countless other monkeys. Primate social groups are so tightly knit that they will defend the babies to their deaths, so those who collect baby monkeys to be sold as pets must first kill all adult members of the troop. Even after that is done, only a small fraction of the babies captured survive the transport. By purchasing a pet monkey, you would be supporting this business and ensuring its continuation.
I am a professional primate keeper at a zoo. (Don't get me started about all the private monkey owners who try to dump their animals on us...) One of our gibbons was a victim of this practice. She was kidnapped from the wild as an infant, and her fingers cut off to separate her from her dead mother, to whom she'd been clinging. She then lived as a pet for the first three years of her life, after which her owner had to get rid of her because she had grown too strong, intelligent, and wild to keep. She's lived at my zoo ever since. Having been raised by a human, she was never able to learn how to survive among others of her species, so she must be housed alone. My co-workers and I go to great lengths to provide her with the highest quality of life possible. It is a heartbreaking situation, and it exists because of people who purchase primates as pets.
Also worth noting is that, of the hundreds of employees at my zoo, there are only two groups whose job is deemed dangerous enough that they must carry pepper spray on their persons. One is the large carnivore keepers. The other is the primate keepers, and that includes *all* primates, from tamarins and lemurs to great apes.
I have dedicated my life to the welfare of all primates. As such, I am opposed to the practice of keeping primates as privately owned pets.