I am thinking of heading to the animal shelter this weekend?
Oh yeah?  You looking for a pet?  It is so much better to get pets there because it rescues an abandoned animal from a terrible fate.
I am thinking of getting a rescue dog.
I think that is wonderful.  A lot of shelters are moving toward becoming no-kill shelters, but so many still euthanize animals that have not been adopted for a while, so rescuing one is very noble.  What kind of dog are you looking for?
Im not sure exactly. I wanted to go look. 
That's a good attitude to have, because you never know what's going to be there.  Luckily shelters have mostly dogs available so hopefully they will have one you want.
What else should I know about animal shelters before I go?
Well, if you're looking for something exotic see if they have any ill tropical animals. Every once in a while they will!