Brushing and stroking the pet often won't tell you what's hiding in the undercoat. The only way to see what's there is to get your fingertips into the fur and into the dog's undercoat. Lift the fur and get your fingertips down to the root of the fur and then...well, search. As you slowly check the dog from head to toe, move your hand like a crawly spider, whose "legs" move in little circles. Your dog will absolutely love this. The look of bliss on your dog's face will be all you need to keep going. You want your fingertips to search for anything that shouldn't be there. If you find something. Stop. Spread the fur back to get a good look and use your fingers or a comb to lift the offensive bit out of the fur. You're looking for anything unusual. You might find pebbles or ticks in the under coat. Try to remove them without pulling the dog's hair. Here's some helpful tick removal tips from the Humane Society: http://www.humanesociety.org/animals/dogs/tips/getting_ticks_off_dog.html
As you massage and search your dog, you should be making mental notes: Is he too fat? Is one side larger than the other? Does he have a bald spot? Is there a rough spot or a scab? Does he have a dry spot? Does he have a sore spot or a sensitive spot, like his hips for instance? Since you're giving him the once over anyway, you should also take note of his eyes, breath, gums, and teeth. Make a list of things you want to keep an eye on and check the dog regularly. Trust me, the dog will love your attention to detail and will want this to be a daily ritual.
While your fingers are in the fur, massage your pet's muscles. They love that. And keep searching. Check in and around the ears, under the chin, under the dog's collar, the back and the belly, around the base of the tail, the legs, then check the armpits and groin area. EWW, no one wants to go there. But I'm not suggesting you touch the dog's genitals, just palpate the area around them. Recently I had found a groin lump on a client's dog, while giving the dog a full massage. The clients hadn't noticed it at all and now they're taking him to the Vet to get it check. Catching a lump early is important so don't be shy about it. Do it because catching things early will make your beloved dog live longer. Just remember: you pick up dog poop and that's pretty EWW too, but you still do it. ; D
You're almost done. Now you check your dog's paws. Stuff can get lodged between the pads, especially if your dog races around in the woods or on trash-strewn sidewalks. Their paws are very sensitive, so it's best to be quick and gentle. I lift the paw, pulling the toes backward slightly, to open up the pads. Then with a small fingertip (NOT a fingernail) I quickly feel around for anything amiss. If you have long nails, then you MUST get someone who has very short nails to check the dog's paws. If I find something, I gently remove it without pulling on the dog's fur. If you find something matted and you're afraid to clip it, then tell the Vet or a Groomer to remove it.
After you're all done playing doctor, your dog or cat will likely be half-asleep and you'll be happy knowing that no health alarms has escaped your attention. Make it a weekly thing. Do it while you watch TV. Your dog will want you to do it more often, but I'm not too sure what your cat might want. ; D If she's purring, that's a good sign.