Big City Pet Brawlin' - Alliance

For Horde players too stubborn to do this using an Alliance character, or who are looking for a challenge, here are some tips:

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• Darnassus: there is a safe place to battle critters behind the Howling Oak. There is one level 40 NPC here, but the area is fairly secluded, so you shouldn't attract any attention from other players. You can reach Darnassus by flying -- just make sure you reach the tip of Darkshore before flying towards Rut'theran Village to ensure your fatigue bar doesn't hit 0.
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• Stormwind: the grassy areas on the edge of the eastern lake are a great place to find critters. You shouldn't attract any attention here -- simply fly in!
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• The Exodar: A little more difficult. Get to Rut'theran Village, then get the boat on the western side of the pier. You can sit on the very top of the masts to avoid guards and other players. Azuremyst Isle is a no-fly zone, so mount up again and jump off into the water. Near the pier is an entrance to The Exodar with no guards. Run down the long ramp, then kill the two guards at the bottom. More guards will appear, but you should see Mice near you, so get as close as you can and enter battle as soon as possible. Difficult, but not impossible. Fortunately, The Exodar is a ghost town on many servers, so you shouldn't get too much hassle from Alliance players.
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• Ironforge: This was the only city in which I was killed. The tunnels between each ward do not have much headroom, and I was dismounted by a guard. Same as Stormwind, Ironforge can be reached by flying in. Warlocks (and other classes with a "remote view" function) might want to pop an Eye of Kilrogg to scope the place out before heading in yourself. There aren't many critters in Ironforge, but I found a few in the Library in the Hall of Explorers (it is the section to the back -- there are two low level NPCs wandering around). I would suggest flying through the Entrance to Ironforge, through the "letterbox" straight ahead, then down the long tunnel to The Great Forge. Head to the Hall of Explorers from here.
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A final note for anglers: whilst you're in Ironforge (the most troublesome city to explore), you might want to complete the Old Ironjaw achievement.

Stormwind - Stormwind Rat | Critter
Ironforge - Long-Tailed Mole | Critter
Darnassus - Small Frog | Aquatic
The Exodar - Mouse | Critter

Even though the dwarves are drunkards, Ironforge is actually clean. You can rarely see critters roaming around the city.

Doing this achievement on an Alliance character unlocks it for your Horde characters.

And you can even do each city on a different character. If there aren't any wild pets in Ironforge when you stop by, park an alt there and you don't have to keep travelling back and forth.