WoW Insider recently posted a listing of available in-game pets for anyone interested in the 75 pet achievement. While it's completely doable, it does require high level fishing and some serious farming.
The major drawback to that list is that it won't get updated with the new pets in 3.1, but it's a very well laid out list to start from.
For that, you want to frequent Warcraftpets.com, particularly the news section or their collecting guides. It will also give you an idea of what pets aren't possible to collect without tons of RL money and some serious luck (pink murloc or baby panda, anyone?).
My philosophy on posting about pets is . . . post what I feel like. I don't cover everything.