I always tell them where I am going, and usually put one of them in charge of looking after the others as well... and if they are near the door, give them a kiss and hug goodbye (which they love
I always say goodbye and I told Yen and now Mittens that they are the smartest person in the house and they have to take care of their kid sister dog, who isn't always the brightest.
Too funny!
I always say goodbye and "be good, and if you can't be good, then at least be quiet" to my boys.
Not only do I say goodbye to my pets, but also my client's! I always goodbye and be good and when I'll see them next.