In-Game Pets in WOW?

[Treesh]

Also do not use one while doing any stealthy actions in the game as the pet itself does not selth and is a dead giveaway as to where you are.  I have seen several rogues trying to sneak around that have a non-combat pet out that is dead give away of where they are at.
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And for a bit of clarification for Nobby's sake, you can easily dismiss the pet by right clicking on the leash/stone for the critter so even if you are playing a stealthy character, you can still have your pet and only have it out when you want it to be.

And Ruvanal typoed about the pet dying to other monsters. They don't die from monster attacks.