If you're talking about a Heckhound, you can find him on Krokosphinx. He is sort of a yellow and red dog.
EDIT: Krokosphinx is in Krokotopia, the second world you go to after Wizard City. After you complete the Pyramid of Fire part, you can go on a boat to an island. That island is Krokosphinx. Hope I helped ;)
Thank you, you did help :-). I also managed to "discover" it by checking out the vendor that sells it, a little while after the post was posted.
I want to keep this post going. I see that it still has only one response :-P I would like for everyone that remembers pet drops to list the pet name and the mob that drops it.
People, just for the heck of it, may look up this post and see if they want a rather unique pet, and see where they can get it.
Bugeyes Mcgee- a orange mander from Krokotopia. He drops from the second boss (or the first boss that General Khabla makes you defeat in the quest line), in Hall of Champions.
Firecat-I dont remember his actual name, nor the actual boss that dropped it. But it is dropped from one of the Emperor's retreat boss fights.
Snow Serpent 2-I was informed that this pet dropped from one of the gobbler bosses that you fight before you can talk to the Gobbler King, in Colossus Boulevard. (This information was thanks to Mycan.) And I hope he confirms this by replying to this post :-P.