A little. My dog is kinda delicate, so naturally I wouldn't want to hurt him. I blow on his fur, he doesn't seem to like that very much. I hold him when he wants to get down, but only for a moment. He gets excited when my partner gets home from work, so I egg him on, and he runs around and around and barks until his daddy comes inside. All light hearted, harmless stuff.
I like to tease a bit when I'm giving them their 'I'm leaving for the day, be good' treats. I'll wave the treats around and pretend I'm not sure who should get theirs' first. Also, the cats are pretty clear about when they're ready for our morning outdoors time. But I like to pretend I don't know what they're asking and I'll say "What? What? I don't understand." Sometimes they're like 'yeah, right. you idiot.' But sometimes I hit pay dirt and get the really disgruntled look and they'll get worked up a bit.
During one of the cat's 'chase/retrieve' periods, we would sometimes pretend to throw the ball, but not really. Heh. Perhaps that's why that period didn't last too long. :-/