I had to have a cat put to sleep. It upset me so badly for 2 or 3 weeks that my wife finally said "I know it'll be hard to replace the one you lost, but let's try." The "replacement" has now been with us for 18 years, and I'm beginning to dread what's going to happen to her, but all you can do is ask your wife if she wants (and most vets have the option available) to have a funeral at a pet cemetary. The animal is a family member, afterall. I'm saying do it in a concerned way. If she starts yelling at you, remember, she is sad, frustrated, angry at the God who took her animal from her....and that needs some place to go. If you're married to her, you're elected. Hard as it is to take it, you'll just have to, and to figure out something soothing to say in the bargin. I doubt it will be lost on her.
Good luck.
btdt