Because dogs don't want to catch fire anymore than you do, here's a line of Ishiatama-kun Wanko ("stone head pooch") fireproof jackets for dogs. They cost around $200, come in small, medium, and large and even have a durable "helmet" section for protecting the animal's head. I think they're like, for trained rescue dogs or something because if my house is on fire I am NOT stopping to dig through the back of the closet and find my dog's fireproof jacket. *getting the puppy-dog eye treatment* Fine, BUT NO SHOES.
Hit the jump in case you were curious what one might look like on a chihuahua or cat.
Thanks to Alexis, who informed me the first thing you should do if your house is on fire is NOT go back to bed with the intention of seeing if it's out when you wake back up.