Having not tried capturing this sort of action before, I went with shutter-priority and picked a shutter speed of 1/500 second to start with and adjusted accordingly.
Here are the contestants -- Tanzanite ("Tanzi" for short):
We took the dogs individually and their owner tossed a cookie in the air while I tried to anticipate where the dogs were going to be when they jumped and caught it. In hindsight I would've made my job easier, I think, if I took a series of shots of each attempt. Instead, I took one shot per attempt, and taking it before the dog snapped at the treat.
Naturally there were a lot of misfires:
But then there are the succesful shots. Opal:
I learned that I need more practice. Now, if only our girls would cooperate...
(Shot with the Nikon D600 using the 50mm f/1.8 AF-D lens; shutter-priority mode with shutter speeds set at 1/500 or 1/1000 second; aperture varied from f/2 to f/4; ISO varied from 100 to 800; center-weighted metering; auto white balance; normal JPG; post-processed in Lightroom.)