Had to do the same thing for the first time ever in 2004 with my old sheepdog, Meg. She was 15 and getting infection after infection, losing weight, deaf, nearly blind, and seemed to be having little mini-strokes. She was a big dog, but weighed very little by then, and had to be carried into the vet's.
Later that day, I was thinking about her as I knelt to attend to the fireplace, and I know she visited me, as a waft of "old dog" smell came across. It hasn't happened since, so I think she was just saying thanks.

It still makes me feel rotten at times, but it is the kindest thing to do. I have another dog, now 12, and acting half her age. She was my mother's and I haven't quite the same bond with her. However, I know that when the time comes, I will feel just as guilty. Pets are part of our lives for often many years, and they leave a massive hole when they are no longer there. I live alone a lot of the time, and even though I may not be interacting with my dog, she is still another living being in the house, and quite a character too.

Lots of hugs

Andrea