I've seen a lot of posts on the importance of animal drawing and various methods by various artists lately. Here are a number of them that I've collected. Let me know if you have any other great artists and resources that I should include.
First off, a few links to interviews of creature designer and paleo-illustrator Terryl Whitlatch.
Dan Dos Santos interviews Terryl Whitlatch.
Academy of Art interviews Terryl Whitatch in two parts.
She has a book that collects her work on Amazon.
Gnomon workshop interview and DVD.
Animal anatomist, draftsman and animator Joe Weatherly has a dvd and several books on animal drawing and sketching on AnatomyTools.com The DVD and the Guide to Drawing Animals are particularly useful, though the other ones are nice too.
Marshall Vandruff also has a digital download available from Gnomon Workshop on Animal Drawing (it's on my wishlist).
Fredrik Persson's Horse Ecorche process shots on Deviant Art. Be sure to look at both gallery pages.
Article on Creature Design for video games.
On the proper use of animal reference in creature design
Part 3 updated
Other Reference Sources:
animal photo websites
National Zoo Photos