As OinkMoo has said, try feeding them free range meat. Also you can buy animal parts from the butcher that humans don't tend to eat, which is not really contributing to farming as they are waste products of the industry.
A lot of pet food companies are owned by mars, nestle and procter & gamble who all test on animals, so avoiding them is a good start.
Also buying Australian made food is another way to help the animals and the environment, as it means less transportation is needed to get the food to your pet.
I feed my dogs Natures Gift, which uses human grade meat and does not use horse meat. The dogs have had great improvement of their teeth and coat since making the switch, and their breath doesn't smell!
Also Felidae, Eagle Pack and Black Hawk are another few premium pet food companies I know that don't test on animals.
Some more companies listed here: http://www.ethical.org.au/guide/browse/guide/?type=57