We actually have three headed dogs, two of them actually. :] Both were store pets, from 2009 and 2010.Ignore that, noticed you said "continue". :3
We don't have centaurs, but then again, they are half human, so I don't know how that would fit into a pet site. :3 We do have six legged horses though from Halloween 09 and as a store pet from 2010. Plus horses with fish tails. :B
There have been unicorns and at least one pegasus as well (March 2010, June 2010), if I remember correctly. :] There are also wings in the store that fit horses; the gryphon set.
In any case, you should post your ideas for pets in the place Takora Drakan showed. For horse suggestions, use
this topic, and for items,
this. ^^