I don't know if I'm lucky or what, but my dogs have never been annoying. They always go out to do their business all by themselves (after they're been potty trained of course), and they're not constantly whining about going for a walk. Only when my sim have been neglecting them for a few days.
I understand it might get annoying after a while, but it's a dog after all and they need their daily walk. It's just a shame that kids can't walk them, cause that would have made a lot of stuff easier. And being able to walk dogs in a group would also been awesome.