Be there.

My family recently had to put down one of my family's beagles who had been with us for 15 years. She was blind, could barely walk, and was having trouble keeping food down, and we decided it was time for her to go to prevent her from suffering. My father, my sister, and I were in the room all together when the vet put her to sleep, and me and my sister held her until she stopped breathing altogether. It hurt, and I keep crying every time I think about it, but OTOH I am absolutely certain us being there made her feel safe and calm, and made it easier for her to pass in peace. The fact that I was able to be there and say goodbye in her final moments is a memory that, although very painful, I treasure tremendously.