I have metal, wooden and plastic dogs. I use different ones depending on what I am clamping and what tool I am using. Most of the time I use a wooden dog as I am using a hand plane and if I slip they won't tear up a plane blade like a metal dog would.
as long as they're cute and fluffy... a person I visited today had a _huge_ mostly wolf bitch, absolutely friendliest thing on the planet... oh, wait, we're talking tools.
I don't actually have any of the tool variety. I don't do much woodworking that needs them, and when I do, I just grab bar clamps.