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

It doesn't matter how many times you have to go through this, it never gets better or easier. We had our Anatolian Shepherd on medication for his last 18 or so months, he had a mass on his liver. It was about $800.00 a month for his medication and all of his food was home made by my wife. He was in good spirits until the day he died, he just refused to eat anything, wife took him to the vet that had been treating him, she said that there was nothing more that could be done, and we held him as he took his last breath. He was 12 years old.
The cost is not important to us, he was a part of our family, we had him cremated, I don't know what it cost, but I have had all of my dogs cremated, some of the ashes I have kept, some have been scattered in places that the dog was happy.
I am shocked that the vet is not being very helpful, I would find another one. I don't envy you being in the situation you are in, but I personally couldn't just let the cat go in the forest to fend for itself, but I do like the idea of burying it in the forest after.