The world of robotic pets is a large and varied one. The central place for finding out about them is here:

ElectronicPets.org – The Complete Database of Interactive and Robotic Pets.

There are a few that stand out, however:
Wowwee, makers of the robosapien have two lines that are very interesting:

The Alive baby animals are beatifully made and have a pretty wide range of functions.

Alive animals also come in ‘mini’ versions which are don’t have as many features but are still very cute. Watch out when buying though!

They also have a Perfect Puppy line (as well as many others) which are very cuddly.

Keepon is my favorite, he’s a dancing robot. The professional version costs $30,000 but there’s a smaller version available for around GBP 40,-

One of the most intelligent learning and evolving robots is PLEO rb (which stands for reborn). Unfortunately it’s insanely expensive ($469)