For me, it really depends on how the world/universe works. Dysmal's Shitopia Zootopia is a prime example of how NOT to write a fully anthromorphic world because on one hand, it wants to have the zany "funny animal" vibes, but it also wants to have a "very serious world-building" moment going on. You should never try to follow the model of the Mouse, ever.
I'm not bugged if you have regular animals and anthros in the same place; after all, we still have many of our primate cousins around, and some people have found them to be rather delicious (not me personally, but eating monkey is a real thing). Likewise, an athromorphic dog walking a feral dog is only jarring because again, that blasted House of Mouse did a shit job of designing regular animals differently from the more anthromorphized ones. Then again, many studios back in the Golden Age of animation were more focused on gags and comedy than serious world building and didn't care what the end result was so long as it was funny, dammit! Even the bullfights had to be funny!
Of course, my solution is often to limit the kinds of animals that have are anthromorphic in order to balance things out. In all anthro/funny animal world, I do not use domesticated animals (no pets or livestock animals), fantasy creatures (no dragons), and do not use invertebrates as anthro characters. Likewise, the only aquatic creatures that I use are sharks, whales, and dolphins, and most other animals are often ones with a strong symbolic meaning (like lions), have strong social systems already (like hyenas or gazelles), high intelligence (like primates and parrots), or high adaptability (like bears). Of course, these are the stiffing rules for a pure all anthro animal world.
In something more like a fantasy setting or with humans involved, the list of animals I'd use for anthro/monster races/species is even smaller and often more of a combination of species or ideas. For my fantasy setting I'm trying to build up, given that it avoids using any of the stock fantasy races (orcs, trolls, elves, etc.), the only animals I'm using for anthros are gazelles/antelope, pandas, a reptilian race mostly inspired by snakes, pigs (because they're like orcs I suppose), some cat-like people, corvids, and monkeys (because this fantasy setting is pretty much inspired by mid-Asia, northern Africa, and Mesoamerican stuff).
After all in World of Warcraft, you can:
Be a minotaur who eats beef and skins cattle.
Be a panda who hunts bears, tames bears, rides bears, eats bear meat, and skins bears.
Be a werewolf who hunts wolves (and other werewolves), tame wolves, ride wolves, eat wolf meat, and skins wolves.
Be a fenec fox who hunts foxes, skins foxes, tames foxes, and even can ride a fox or two (there's not a lot of fox mounts).
So really, it just depends on limits you set for yourself and world.
And don't get me started on things like non-mammalian mammaries or non-mammalian hair... Especially if you're dealing with a fantasy or very cartoony setting. After all, most mammals are colorblind, lack vocal chords, don't have the milk bags be as big as humans have them, have very short life spans, and tend to be very drab colored.