I too have some trim damaged by the PO's dog. I have been experimenting lately with different wood fillers and the like. Here are my $0.02:
Bondo (no glass filler) - good for this purpose. Easy to mix, apply, sand and paint.
WoodEpox - easy to mix, apply and sand. Good stuff but expensive for what it is. They market the fact that the government uses it for historical restoration, but at the end of the day it's just a 2 part lightweight epoxy.
Painter's putty (aka glazing compound) - good if you can't sand or don't need to sand. Not for highly visible or large repairs. Takes paint OK (couple coats). Quick and easy to apply, no sanding required.
DO NOT use Plastic Wood. IMHO it is terrible to apply. I thinned it with acetone to get a more workable mixture, but it remains mealy and hard to work. I also have not had success in getting good adhesion to the workpiece. IMHO avoid this product at all costs.