What I did was knit a big tube and then stuffed it with poly fiberfill and some squeakers (put in a couple squeakers in different places to make it fun.
You don't need a pattern for this as its just a tube shape with a decrease in the middle. Use circular needles, I used size 5 16 inch needles, but smaller needles would be better (or double points). Cast on an even number of stitches, I did 40, with some inexpensive or scrap yarn (I used about 200 yards of cheapo Read brand yarn in red and purple) and join for knitting in the round. Knit for about 5 to 7 inches, changing colors if you want to make stripes like I did, and then knit 2 decrease rounds by knitting 2 together for the entire round.
Knit for 3 to 5 more inches and then knit two increase rounds by doing knit 1 (k1) and then make 1 (m1) through out the rounds.
Then knit for aother 5 to 7 inches, changing colors for striping if you like and bind off leavinga long tail. Stuff the pillow with polly fiberfill and squeakers and sew it shut with the long tail. Give it to your dog, even if its lumpy and a bit ugly like mine they will still enjoy it! Bob likes to use his as a chin rest.