I had Bandit cremated. I paid extra for single (ashes not mixed with other pets) cremation, and bought a nice picture urn from Petsmart to store his ashes in. I also put a tuft of his fur and his collar in the urn. I can take that with wherever I may move, as I highly doubt I will stay in my current location forever.

Plus, in some cities it is illegal to bury animals in your yard.