I've read on several message boards people asking whether their pets have souls, and I believe that answer is a resounding YES! A recent experience confirmed to me that our beloved animals DO live on.
I have had the privilege of having several beautiful cocker spaniels in my life, and was forced to part with one of them this past August. His name was Lucky, and like all my cockers, he would 'thank' me for his dinner every night. My first cocker, Kina, would thank me by coming to me after her meal and licking my knee. My current cocker, Cocoa (who incidentally reminds me of Kina SOOOO much in personality) thanks me in much the same way. Lucky, however, was not so delicate in manners and would run to me after eating and give me thanks for his meal by offering up a deep, manly belch. The reason I share this info is because it plays into my reason for believing he did not cease to exist when his body died.
After I returned home from the vet's office without him, my son and I were in the living room talking about how much we were missing his little furriness and eccentricities when a small teddy bear toy I had on the end table suddenly activated. I say 'activated' because it is an interactive toy that will talk and make noises, but only if the buttons on its throat or its stomach are pressed. You cannot turn it on my shaking it, by simply touching it, or by making a vibration. No one touched this toy, but it suddenly giggled and began to burp - repeatedly. Burp-burp-burp-giggle-burp-burp...this went on for at least a full minute. Again, in order for this toy to activate, someone MUST depress one of the buttons on it, but no one touched it. My son and I both firmly believe it was Lucky sending us a message - that he was happy, he was still present, and the burping had always been his way of saying 'thank you'. I think he was thanking me for letting him go and releasing him from his infirmities. I think he was telling us he was okay, he was grateful to be where he was, and assuring us that he wasn't truly 'gone.'
I miss his physical presence in my daily life, but I believe he still visits me in spirit form, and that one day he will be there to welcome me to a life beyond this one.