I use the site's shopping list feature as well (under Manage/My Collection) - especially because you can use the site's exclusion filters to specifically (and semi-permanently) exclude pets you know you will never get / don't want to be reminded exist and can't get. This includes things like the China-only pets, pets from past events (Vampiric Batling), Blizzcons, Collector's Editions, etc. Then you can pull up your shopping list and have a more reasonable list to work with which includes things like location, cost, and the like. Just remember if you DO get one of the pets you've excluded you need to pop back in there to include it back in.
2 thumbs up for this functionality!!