Otto (the great Dane in my avator) gets embarassed/frustrated if someone sneaks up and scares him; he'll go to a different room in search of solitude and can't be swayed by the offer of treats or walks.

I've said for a long time that animals are more like children then what we commonly consider "animals" in that they do possess the essential traits that have been wrongly dubbed "human". Studies are showing that some species (seals, monkeys and dogs, IIRC) have the capacity for abstract logic; if a=b and b=c then a=c types of thought processes.

Lower primates are especially interesting when it comes to reasoning skills in that they seem to fall victim to the same logical error that humans do. Lemurs are susceptible to commiting the same fault that leads to gambling addiction in people. One study presented a number of lemurs with slices of apples, on some occasions they would give the test subject a bonus slice of apple, on other occasions they would short change them. The result was that the Lemurs were much more interested in trying their luck on the chance of receiving a free slice of apple (at the risk of losing a few) then they were when an unvaried number was guaranteed. Some monkeys can even be taught the concept of money that can be exchanged for food.

Animals are cool, there's no two ways about.