My dog, Peppi, died in October 2003, a month before her 9th birthday. She was a miniature German schnauzer. She weighed about 10 pounds normally but lost weight near the end because she wouldn't eat.
For about 2 years, she was sick with congestive heart failure. We took her to the vet numerous times and spent a lot of money trying to "fix" her but couldn't. She was on medicine but still didn't have a very good quality of life. She would have little seizures once in a while. She would lose urine without even realizing it. She was clearly miserable.
It got to the point where I was very stressed and hated to see her suffer but didn't want to put her down. We decided to continue her medicine but just to let the disease run its course otherwise and not take her back to the vet. We put her on moist food that we bought from the vet but she still didn't want to eat.
We watched her slowly die and knew when the end was near because she had unusual behavior the evening of her death, going away from everybody. The night she died, I had gone to bed because of having to work the next day, and then my son or husband came to get me and told me that Peppi was dying. I went to where she was (under the dining room table), and my husband, my son and I all gathered around her and cried while she died.
My husband and son buried her the next day and wanted me to attend the "funeral" but I couldn't. Instead, I worked on my computer at my at-home job and watched out my window and cried like a baby while they buried her. It took me a very long time to think about her without crying and sometimes I still do. I still miss her very much.

I have two other dogs now and I love them but no dog can take the place of Peppi.
I recently came in contact with someone who has a book and a blog about holistic pet care and the grieving process when losing a pet. It's called
The Healing Art of Pet Parenthood. I wish I would have had access to that when Peppi got sick. Oh, well . . .