The little one named Pedro is a chiwawa, the big gray one is a Borzoi, the one with the white patch on his eye looks like a mutt, Peg (the one with the cute bangs) looks like a Cocker Spaniel mix, and there is a weiner dog and a bulldog. :)
Lady was a Cocker Spaniel, although Disney never stated whether she was the American or English variety. Based on her appearance, most people agreed that she was an American Cocker Spaniel.