When I say magazing advertising, I mean an ad in a magazine. Not a shot featured in a magazine. With dogs(and horses) the owners want their animal featured so that they get exposure and the judges start to recognize them.
The majority of the dog show photographers I see are using Medium format film. So, it is like Jim said, they haven't really worried about the digital aspects yet. So, you won't likely get a CD when you leave.
I was asked to do the St Bernard nationals. They want 8x10 prints period. They want the judge win shots. Period. They would love to have candids, but, win shots are a must.
I do not think I would pay to be a vendor with other photographers doing the same as I. Not worth the money or TIME.
I have no problem instantly proofing and printing, but, you have to have(and pay) assistants for that. That drives your costs up significantly.
I am not going to give my images away on CD's. It is fine to have a business model like that, but, it just seems to really limit future sales. I have just received a $150 order off of Christmas shoot I did(and they had ordered more than that initially). Had I sold the CD of them, that would have been it.