When my best friend cat of 17 years died in 2000 (I'm 22 now) I sought the answer on my own. What I found was quite interesting:
The soul of an animal returns to the ground from which it came. Animals do not have eternal spirits. But... and catch this: a few lucky ones have eternal masters.
and that is the key.
And it's a good bet our pets won't be in heaven any more than we will be after Jesus returns, because the final destination of the Eternal Age is not heaven...but heaven ON earth.
It will be just like the Garden of Eden all over again - heaven, God and man dwelling together on the created Earth. On this earth, where EVERYTHING is to be made new; there will be "no more crying, no more pain", and I believe that God will love us so much, that even if we have a heart to remember our pet in the Eternal Age (or maybe even ask to remember now), I can not imagine why God wouldn't mind recreating/resurrecting them to live forever with us or the other animals when death is finally swallowed up in victory!.."where the lamb will lay down with the lion, and children play in the viper snake's holes."
Of course, I also believe we will be so in love with God that our attention will be hard pressed to think of anything else (the glory alone to behold ...wow!), ...but if for some reason we do think of our animals, the bible says God is more than happy to give us the desire of our hearts - and how much more so will He as to fulfill scripture that promises there will be "no pain or crying!"
I really look forward to the Eternal Age. I imagine my cat to eventually be resurrected and soon playing again with the children of God in our new heaven in our renewed Earth - the true place were "life" is blessed and lives forever, and ever. Forever, just as it was; in the Garden of Eden.
God bless,
<><
Josephus