I got frustrated trying to keep track of the pets I was missing, that could be bought off the AH, so I made an Addon called PetShoppingList. (Grab it from Curse -- I can't link due to post restrictions)
It hooks into Auctionator and saves a Shopping List in Auctionator of all the missing pets, and keeps it up to date as you gain pets.
You can also type /petshoppinglist to get a selectable/editable list of all the missing battle pets, for importing into other auction Addons.
I will also endeavor to add compatibility for other Addons as people request it.
It scans the in game Pet Journal for Tradeable pets, so it will always be up to date.