Out of all the ones I've tested:
Gorillas are kings in wrestling. A weak goblin faced with a gorilla 1v1 will lose.
Grizzlies fight very, very hard. I had one fight off a dragon on its own while my dwarves were retreating; while it didn't kill it it managed to break the dragon's leg. This dragon was 550 years old at the time. The grizzly only injuries were minor melting and a lost leg.
Siamangs fight like gorillas but are smaller and weaker.
Rhesus Macaques fight like Siamangs but are smaller and weaker and prefer to scratch and bite. Good en masse.
Troglodytes (with modding) are quite good. They become strong hand to hand fighters and a goblin vs a troglodyte will have a very difficult time.
Unicorns are very strong, provided they get to use that horn. I had one kill a forgotten beast, and it died of its wounds.
Crundles are quite weak, unless they get a lucky hit. Best used en masse.
Their claws can rip a completely unarmored enemy apart provided its attention is drawn elsewhere.
Horses are as strong as Unicorns. While they can't stab with a horn, their kicks are insanely powerful.
Cows/oxen/mules/donkeys can be rather surprising. In a pinch they fight quite well.
Black bears fight like grizzlies, though not as strongly.
Elephants are rather strong. They have a propensity to charge, and their horns help matters.
Cougars/lions/cheetahs/other big cats are very good too. They seem rather frail, though.