I think most people that own pets get that awful overwhelming feeling. Specially the owners who truely love their pets like their children. I can't even think of my cat Bobo passing away someday without starting to cry wherever I may be. It just kills me inside.

But I think that having the love and sharing the love and joy with your pet for the time that you have him or her is all worth it. I'd rather love that pet for the years than not have loved one at all.

But all in all you are right, it is always really sad, and sometimes you can get extremely depressed and worse, but you always move on sooner or later and then from that time on you keep them in your memories and photo albums, and while they are still inside your heart, they know you still love them dearly and hope you share your love with another like them