A lot of it comes down to what sort of CO you are playing, and what you want them to do.
Heavies and assaults is pretty much standard, and mechs like the Cyclops were well known as good mechs for commanders. The CO's lance should absolutely have the same speed, so perhaps something like Shootists or Thunderbolts. Another lance of high end assaults is pretty standard, something that can stand up to anything and hold the line if things get hairy, or open up a hole if there's an opportunity. And I like the idea of a lance of lights or mediums that can screen and support and range around the command lance looking for trouble, or react to trouble that shows up.
That said, some commanders like to wield the big hammer, so might take 12 or 16 high end assaults (perhaps lead from an Atlas). They might find a way to be on hand for the killing blow in key battles, with 1,600 tons of mech tipping the scales at the key moment.
Other commanders like a very mobile command force, nothing below 5/8 or 6/9 or even more. You might set that commander in a Spartan or Phoenix Hawk or even a Mongoose, racing around the field, so that they're always available to help when needed, react to anything, and be on site wherever the opportunity presents.
I've used variants of both strategies (usually a lance at the multi-company level, since regimental battles aren't common to play out) with strong success.
It should be noted, this regimental commander still has significant responsibilities, but less than a regimental commander might in 3025, since he's still got divisional command above him, helping to coordinate with other units. So, while having a command console or two in the unit wouldn't go amiss, I'd imagine you'd have a pretty solid set up supporting you, weather that's command consoles, a special command dropship, mobile HQ, or some combination of those things and things I missed.
And if this commander takes inspiration from his leadership, it's noteworthy that we know of at least a few examples where Alexander Kerensky and DeChevilier personally lead from the front in key battles, so the idea of an SLDF commander in this period getting their hands dirty isn't unreasonable, when and if the stakes demand it.
