To be honest I'd save my cat first, but then again, she's small and tiny and thus easy to carry. My dog is absolutely massive and heavy. However, according to the OP he's merely trapped under some stuff, and I know my dog would immediately run away from the fire, to safety, or follow me. Hence I'd first remove the stuff that's trapping him, and then pick up my cat while calling for my dog to follow. If he's injured then I'll get my cat to safety first, then come back and carry as best I can my dog to safety too. Ideally, saving both either way, whatever happens.
As for my games console, I'd go back for it if it wouldn't put my life at risk (so, a smallish fire or something), but otherwise would simply leave it. I can get a new games console anytime, it's insured and I have a job. I can't replace my dog or my cat. Well, I can, but it wouldn't be the same, it wouldn't really be them, would it?