When I was pregnant with my oldest daughter, a dear friend asked the one question that became the object of my nightmares. He asked, "What if the new baby will be allergic to the fuzzy baby?" I was literally sick from this question. We had the fuzzy baby - a pomeranian- for about 5 years before, so there was no way we intended on giving her up for any reason. We even went so far as to figure out how to keep the 2 babies separated if need be. Luckily, she wasn't allergic and the fuzzy baby wasn't jealous. When we brought the baby home for the very first time, we put her carrier in the middle of the living room floor and Hubby and I both sat on the couch and played with the fuzzy baby just like we always did. When my daughter started talking, my mom chastised me for her calling the fuzzy baby her sister. But we called her that...
Now we have 3 fuzzy babies and 2 human girls and we keep them all in the house. We keep the pets outside -- birds, tarantula, iguana, fish in the little pond, etc. I never know what kind of 'new pet' I'll come home to.