With piggies, dogs seem to be more interested in them than cats. My cats couldn't care less about Rolo and Scooter. Alex likes to smell them, but he doesn't try to hurt them or anything. I think the piggie will be fine, as long as you keep an eye on him/her when the cats and pig first meet.

Here are a few sites.

http://www.ahc.umn.edu/rar/MNAALAS/GPig.html

http://cavymadness.ne.client2.attbi.com/

http://www.caviesgalore.com/

That's all I will post now, but PM me if you want more sites, I've got a ton