I recently tried to make the Sled Dogs work in a Leo Anderson deck, thinking that his investigator ability would be the centerpiece of what made the dogs truly shine. I was wrong, wrong, wrong. What truly matters is draw speed.
So after a swift rebuild (due to a certain snake-infested second scenario) I replaced a third of my deck with spirit events, equipped my Boxing Gloves, and choose the 5th dog for my combo piece. Bark Harrigan, the Barkham Investigator who starts with two additional weapon hand slots. I didn't upgrade into any weapon, trusting only to my Sled Dogs and Catling Gun. The 8 dmg per round carried us through the entire 4P TFA campaign (with the help of a dedicated evader for big HP pools) since my fight value was at 10-11 with these options.
But Sled Dogs should work even better with Nathaniel Cho. NatCho has the least setup of all Guardians. He hits the floor running and just needs to keep drawing events with his Boxing Gloves. Sled Dogs is a nice addition to him since you're not reliant on the dogs to function so you can churn through your deck to get the combo pieces (Ever Vigilant, Rod of Animalism, minimum 2 dogs) in your hand.
And when you do have them in your hand they're a solid complement to a weapon-less Event playstyle. Instead of wasting one of your best events on a 3 or 4 health enemy harassing the cluever you can simply tap the dogs for a highly accurate attack and save your event for when you need to deal 15 damage in a round against the big Elite.
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Other observations
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Considering Duke's investigate FAQ, all subsequent move actions after the first action don't provoke attacks of opportunity. Like say there's an Acolyte two locations away with a massive enemy dealing 3/3 damage/horror inbetween. With 4 sled dogs you can run over there, get the acolyte engaged with you, and end your movement back where you started. Without taking any attacks of opportunity.
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Every dog is worth +1/1 soak before you need to kill them off. This value is doubled with The Star when they go to 3/3.
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The Sled Dogs only give some value (beyond soak) when you have at minimum two of them. So the priority is to get the Rod ready. Not to spend three resources to get one dog out early.
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You only ever need 3 resources when you play Ever Vigilant since Rod of Animalism doesn't exhaust. Either you're playing the Rod and two Dogs for a total of 3. Or you're playing three dogs for a total of 3 because you've already played the Rod.
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While Rod of Animalism gives you all the Ally slots you need, it is not a bad idea to buy a Charisma later on as insurance against effects like Crypt Chill and Snakescourge.