Re: ENDING SPOILER!!!
I went for getting the dog back - didn't do anything else for me really, but at least he's around to sniff out keys and higher level treasure and help fight now that he's learned how to.
I was a little surprised that I got to the ending so quickly, about 2 days of heavy play. I would've been much more satisfied if it had taken about twice as long to unfold, but I am still enjoying building up my character. If I had to offer advice, I'd say do a lot of the little things along the way and don't be in such a hurry to advance the main plot line. In comparison, I think I finished the main GTA4 story after about a week and a half which I found to be a good mixture of story pace and extra curricular activities.