From my personnel experience I prefer to have either two big dogs or two small ones instead of having one big dog and one small dog. If you have one big dog and one small one, then you need to be monitor these two dogs while playing as there are some cases where your lab can injure pug while playing. I have also had experience that once my lab got kennel cough and he managed that and overcome from that disease as he is the big one but when my pug got kennel cough from my lab, my little pug suffered a lot, still i cant forget those days where my pug suffered. So think twice having one big and one small dog together.
Also you need to understand what you actually want from your second dog.
1. If you want companion for your lab, then you are only the best companion for him.
2. If you need an another dog along with your lab, then you can go for boxer.
Labs are from sporting/utility group, so choose an another breed from that group so that both will be happy.
I always prefer male dogs as they are so lovable than females and always with us (this is only my personnel experience)
@Navjot : I dont have pug now and he passed away last month.