I believe it's important to empower animals to make choices. The road to empowerment starts with using choice-rich techniques such as clicker training in sessions where the animal has the choice to participate or not (as well as the choice to earn a click or not, of course).
While we are on this topic, why would you ever want to force an animal to stick around, anyway? If training isn't a top priority for the animal, the animal isn't likely to learn much from the session. Consider how much more you learned in classes where you were truly engaged with the teacher or the topic as opposed to classes where you were fored to sit and listen but resented the whole experience.
I use the "free-to-leave" concept in all my sessions with my domesticated animals. I may put up barriers (ex-pen for puppies, for example), but if teh animal walks away from me, I honor the animal's choice and wait for the animal to reengage with me. If the animal keeps leaving the environment accordingly (generally by changing my criteria and raising my rate of reinforcement).
Letting an animal choose to leave a session may seem like a very small change, but it's extremely significant. Willing participants are liely to learn more. Having the choice to leave also offers the animal a little more control over his life, and that is extremely beneficial in terms of stress.
Once you get comfortable with giving animals the choice to participate in formal training, start thinking about other ways you can offer more choice. For example, why not ask your cat if she wantes to be petted, rather than just petting her "at-will"? Another interesting (and often entertaining) exercise is a taste-test of different food treats with your pet. We found out that when we went through that process with our dogs recently we were startled to discover, while comparing two specific food treats, that what we thought was our pet's favorited treat in fact comes in second to another treat, EVERY TIME.
What might you learn when you let your dog or animal choose?
The great thing about empowering an animal to make choices is that his choices can help us understand what motivates his behavior. For example, if my dog picks up every single stick he can find on the ground, I know that sticks that I can deem safe would be a great thing to use for tug of war, at least, until the stick breaks.
The choices your dog makes can help inform and improve your training in a million different ways.