I got this little tip from "Dear Heloise" this morning. Read the LAST line - HAHAHAHAHAHAHAHA!
Vacuum Your Pets:
If you are tired of finding pet hair everywhere, hold your pet and gently vacuum up its loose hair. Introduce your pet to the idea a little bit at a time. Be sure to use the hand-tool attachment.
And if your pet happens to be a cat, have lots of bandaids handy!