Franklin's dog Chop in Grand Theft Auto 5

Use the Character Wheel to select Chop as your character (when available)

You can also play fetch with Chop by choosing the tennis ball from your inventory.

Other than that, the player can give Chop various commands, listed below:

List of Chop Commands

Command Xbox 360 Controls PS3 Controls
Walk/Dismiss LT then RB L2 then R1
Whistle

(Chop returns to Franklin)

Directional Left Directional Left
Hunt

(Chop hunts for collectibles)

RT R1
SIT! X Circle
Paw? B Square
BEG! A Cross
Pet Chop Y Triangle