Handheld stun devices may or may not work on dogs, but...as Brad has pointed out...one real negative is that you must actually touch the device to the animal in order for it to work. If it is a no-go, you are now wrapped up with an agressive dog! (Same goes for human attackers)
There seems to be a good bit of confusion about the various "Pepper Spray" products and their effects, etc. Since I once did a pretty thorough staff study on OC sprays, and sprayed over 2000 officers and recruits in training over a period of several years, perhaps I can try and give a brief explanation...brief being the operative word...if possible. (I would ask that you bear in mind that much of this info is several years old and I am sure there has been some updating of these products.)
Oleoresin Capsicum (OC) is...for lack of a better descriptor...the "Hot stuff" in cayenne and several other varieties of peppers. Basically, oil of pepper. It is mixed with one of several carrying agents in strengths from 1/2 to 10%.
This mixture is placed in a can and pressurized with a propellant gas so that it will "spray" out when the button / trigger / etc. is activated. Various types include "mist" or "cone-shape" spray patterns, "stream" patterns and foam.
Yes, I am very aware of the tempest in a teapot over alcohol based sprays (those that use isopropyl alcohol as a carrier)...it is mostly BS. Unless you expose alcohol based spray to an open flame in close proximity, you will get no fire. In fact, you can put out a cigarette with them with no problems. We will come back to alcohol in a moment. (Before anyone pipes up about the guy set on fire in NYC, and the handful of deaths after OC was used on suspects, you shpuld be sure of your facts...I spoke directly with the NYC Sgt. in charge of the ESU run that day, so I know what happened...and there were MANY other factors involved in the deaths)
OC acts as an "inflammatory" agent. It causes the pupils of the eyes to dialate and the mucous membranes of the nose and mouth to swell, cutting off the "deep breathing" capability temporarily. Because it does not effect the cartlidge of the nasal passage, life-support breathing is not effected. It also "burns"...a lot...but does not cause physical injury. Thus, to be effective, OC should be delivered directly to the eyes/nose/mouth areas.
Since it is the OC that does the work, it is in our best interests for the carrying agent to evaporate as rapidly as possible. Alcohol is cheap, safe to use on humans and evaporates fast. It is nearly ideal for use up close on attackers or LEO suspects when used in a cone-spray. The theory on foam is that it will be wiped into the eyes when the bad guy tries to wipe it off. Alcohol or foam do not do well, however, for the type of spray pattern we typically want for use against dogs, which is a stream that will reach 12-15ft, thus giving us a "standoff" capability.
Here, other carriers work better. The downside to the straight-stream units is that you must actually spray into the mouth in order to effect the breathing...with a mist, the dog/suspect will breathe in the particles. Either way, dogs are not as effected, generally, as humans, and humans are not always effected to a significant degree.
The studies done on PSD effectiveness in an OC environment show that they can still smell anf function, but it will degrade performance somewhat. Most dogs one would meet on a walk, etc., will leave you alone after one or two brief bursts.
After exposure, use cool water, dishwash detergent (for the oil) and flush eyes with plenty of water. A fan might help some. No matter what, after exposure to a serious dose, you are gonna burn for 15-45min!
Bottom line...get a straight-stream unit of reasonable capacity (check laws, some places restrict the size of units for lawful use by civilians) and don't bet the farm on this stuff. It IS good...VERY good...but it ain't perfect...and remember, even though no battle plan survives first contact with the enemy, that's no reason not to HAVE a plan!