Interesting idea, there is 1 mod I remember, but it's not an playable character I think. To make the character look like a dog, you just have to put make the .cre file use the dog Avatar than the usual ones. Of course you might give the character special items so one can't equip it with boots, arrows etc. items.
Thanks for the link, I'll check that out if (or rather, when) I run into problems!
I already changed the CRE using Shadowkeeper, and plan to make a shop that sells various "neck" items, as they're the only ones that make sense for a Dog to have (featuring relatively minor magical effects, like +1 AC or +1 to hit, at best).
The dog I'm making is my brother's dog, I hope to have it ready before he gets through Planescape: Torment, and I'll put in his own dog as a sort of practical joke