So, my new pet bird loves video games. He usually just sits on my shoulder when I play, but recently he's taken up more of an interest. He's been helping me to play Twilight Princess, and while I appreciate the help, it can get annoying during boss battles. He was very persistent, even grabbing the little yellow camera control knob and "helping" me play the game as if Link was some drunk dwarf *kuru kuru kuru kuru*. So I did what had to be done. I hooked him up with his own system. He's very happy now. Just don't touch his controller.
My bird likes to hang out while I play, too (then again he likes to hang out anytime, really). Unfortunately he's afraid of controllers.
I have seven parakeets, and all they do is make more parakeets. I originaly had two. My cats, however, like games with "nature" like colour schemes, like green grass and blue skies, where there's a tunnel-like action or a lot of forward movement. They stare at them insistently. When they want to, anyway. One of the cats tends to jump on me while I'm playing the 3DS and trying to get between me and the system. She is really insistent, too. It seems, portable gaming makes her want treats.
We had a budgie once that was lovely. Would sit on your shoulder and be content. After that passed we got a dog that has been loyal as hell to me for years although at the moment he's getting slightly... incontenant. He won't whimper when he needs to go out and sometimes will just wee/defecate on the carpet. and in September 2009 I got a beautiful black cat that is apeshit. When we played guitar hero, she would jump up and try to hit the notes like its eyetoy or something.