I've also done both. I had a rabbit when I was younger. We buried him under a rose bush in my moms backyard. We'd let him wander around the backyard during the day and he'd been digging in that spot for a couple of days and had a huge hole (my mom wasn't happy). As bad as this sounds I think he knew it was his time and was showing us where he wanted to be buried. Sandy my RB terrier I paid for a private cremation. His ashes were returned to me in a beautiful pine box and the vet also gave me a clay paw print she'd made. I don't regret either one. In the future, I'll probably get them cremated, I've worked at a vet before and will never get the picture of the dead dogs or cats laying in the loading dock area waiting to be picked up by the humane society for mass cremation, so I definately would either bury or privately cremate.