How do you deal with an 'on the way out' pet?

Last time I had to put a pet ( a beloved dog) down, I had to sit in the friggin vet's waiting room that seemed like eternity. Seemed that way. Bout killed me. Hard to hold back tears in front of a room full of strangers.
I have put down horses I loved , cattle I respected and a Boer goat last week, with a 38 to the head. Dead instantly.
I will not go thru the vet deal another time with a dog I love like a child. I rater do it myself.