We also have a dog and they make vaccuum cleaners with bags VERY stinky! I recommend any bagless vaccuum. We have a Bissell (only about $200) and I love it! You can remove all of the parts and rinse the filters after each use to keep it from getting stinky. I just make sure to empty and rinse the parts after each time I use it. A little extra work, but we have had for a year now and it has never stunk!
I have heard that for the $$$, Dyson isn't worth it. But, I can't say as I have never owned one.