I don't do the whole "conversation" thing much, although I do talk to the dogs all the time. But this thread made me think of a friend of mine whose dad was a philosophy professor at a university. This guy would have high-level ethical dialogues with the dog:

"Cookie, how could you do such a thing?"
Blank stare from Cookie.
"Don't you know that was wrong?"
Blank stare from Cookie.
"Do you remember the punishment last time?"
Cookie cocks her head.
"Well, you can't just do what you feel like all the time. Actions have consequences. Do you understand me?"
Cookie whines.
"No, you are not a bad animal. You merely do bad things. There is a difference."

I am not kidding about this! It was a hoot to hear...