We looked on the backside of milkweed leaves looking for monarch caterpillars. Instead we found these: Milkweed tussock moth caterpillars. (see here) They look like those little furry dogs.
This guy was crawling quickly across the front sidewalk. He's a Dagger Moth Caterpillar. There is an old wives tale about fuzzy caterpillars predicting a cold winter...but I think it's a different kind of caterpillar. (I hope.)
My niece found this guy crawling along our deck. She thought it was the same colors as our dog. Turns out it's a Tussock Moth Caterpillar. Turns out that those cute fuzzy hairs on it cause an itchy rash. Luckily we let it crawl on it's way without playing with it.