We considered buying a Savannah. We already have a Bengal and enjoy the unique characteristics of a cat that has some "wild" in it! One of my husband's clients has a couple Savannahs and they are just breathtaking! We changed our minds after doing some more research on the breed. They're so big and energetic and mischievous, I decided to pass. We have a houseful of fragile artwork and I wouldn't want to jeopardize my collection now. I remember when my Bengal was a kitten, how much she destroyed, and she's no where near as big as a Savannah. She chewed on the corners of our wood sofa table, chewed the ear off of a beautiful large sculpture of a deer, left bite marks on the bills of a couple wood ducks we had, etc., etc. She finally grew out of that phase, thankfully!
Most of our cats have been good at fetching. Even the DSH's. Our Bengal loves to fetch, and she likes getting in the bathtub and splashing around a bit. A Bengal is cheaper than a Savannah, so y'all might want to consider a Bengal instead. One thing I've noticed about *our* Bengal is she's very highstrung, skittish and more aloof than any other cat we've had. I don't know if it's part of all Bengal personalities, but when I talked my brother into getting a Bengal (he bought 2), he found them to be that way too.