The shadows are the toughest thing to deal with. I find that I have to have my lights in several different directions to get the light to land the way that I want it to. Specifically, I typically bounce two lights to help drop shadows...I also use to flashes to bring out the eyes of the pet that I am photographing. I generally use a 4:1 ratio of bounced to straight on light. The harsher light helps bring out the fur in very nice ways.

James