I just recently watched Bad Moon (1996). Despite the inclusion of name actors Mariel Hemingway and Michael Paré, the true star of the film is Thor, the German Shepherd. His undying devotion to protecting his beloved family is what really made me emotionally involved.

Sleepwalkers (1992) had Clovis the cat. Where the human characters were practically useless, Clovis spent the whole movie kicking ass.

I'm sure there are plenty more I could list that aren't immediately coming to mind. Which are your favorites?