This addon can instantly dismiss your pet when it dies (for people who prefer that) which will also cause your pet bar to disappear straight away, and you can also be notified when your pet dies with a message in your chat and in the middle of your screen.
Type /petm help (or /petmourn help) in game for options.
Bugs/feature requests: http://wow.curseforge.com/addons/petmourn/tickets/
I'm still looking for feedback on how this behaves on different classes, if you notice anything unusual please mention it. I'm especially interested in druid treants / shaman spirit wolves and if it triggers when a pet with a duration elapses (it shouldn't).
Update to work in Mists