Burying the wire is actually pretty easy, specially if you have someone helping, just time consuming. I don't know the name of the tool, but it is like a shovel/spade and is designed for burying that black plastic edging for around gardens. It's strait and the blade is about about 4" long and maybe 6" wide. You just cut into the grass, wiggle it a little bit and it'll create a space just big enough for the wire to fit into it.. stomp the ground back together and you are set.
But, it does making troubleshooting wire breaks a little harder.. and if you can believe this, I actually had a squirrel cut my wire when digging for nuts.. so I don't know if it helps with animals or not.
The good thing about pegging first and burying second is that you get to learn how the bot follows the wire, how close you can be to a fence, etc. Then, you can easily move the wire around with the pegs.. once you have everything how you would like.. bury it. The only places I have had issues with the wire coming unburied is where there is no grass (running it through a dirt patch) and for some reason, the wire seems to keep working it's way back to the top.