I actually discussed this to some degree with a friend of mine last week. It makes a certain amount of sense that to have eternal destiny, an animal ought to possess free will. However, I think some animals (the higher mammals primarily) do to some degree. Most animals from at least cats and dogs on up, especially if socialized well, know what they aren't supposed to do in their living circumstances and many times they see what they can get away with anyway. The human-animal relationship might seem unnatural but our pets merely see us as their leader, or alpha, the head of their pack. Therefore they are "supposed" to not do wrong. Of course, they still don't have the same kind of clear, rational thought as humans.
On the other hand, whether or not they do anything good or bad at all, all animals are the completely innocent victims of the fall of Adam. They suffer the curse of sin even though they never chose it at all.
In the end I strongly lean towards thinking that animals will receive comfort in the World to Come.