If you have carpet Mer, that's probably why. Carpet holds in smells. We removed all the carpet from our house, and installed laminate in the living room and den, and vinyl on the bedrooms and hallways. Smells *great*! Even with all of my dogs, you do not smell a doggy smell. I keep the house swept and mopped daily, the dogs get a bath every 2 weeks, and they get their all natural apple spritz spray everyday, and it smells fine.
If you do have carpet, I second the baking soda suggestion. When we did have carpet, I vacuumed every single day (I have asthma, and dust mites were a big trigger) and I sprinkled baking soda, let it sit for 10-15 minutes, then vacuumed it up. It really did freshen things up.