They don't have any lines, but apart from Don Quixote and Sancho, the horse Rocinante and the donkey Dapple are the only other characters who are present during all of the book's adventures.
Rocinante isn't the actual name of Don Quixote's horse. Don Quixote renames his horse just as he renames Aldonza. We don't know what the horse's original name is, but according to the narrator of the book, "And thus after many names which he devised, rejected, changed, liked, disliked, and, pitched upon again, [Don Quixote] concluded to call him Rozinante" (18.104.22.168). If you break this word down in 17th-century Spanish, it means "horse that used to be ordinary." So Rocinante's name is a neat little testament to the way that Don Quixote's mind goes about changing the world through the power of imagination.
As the narrator also tells us, Rocinante is a horse "whose bones stuck out like the corners of a Spanish Real," which basically means that his body looked kind of like one of these things. But again, Don Quixote is determined to think that no great horse from history can compare to the greatness of Rocinante.
Sancho's donkey Dapple, on the other hand, is just a plain donkey from the beginning of the book to the end. Sancho loves him dearly, though, and considers him to be a very sturdy and reliable animal. As he says to the Duke, "[He] cannot gallop in the air: but on the king's highway, he shall pace ye with the best ambler that ever went on four legs" (22.214.171.124). Dapple has his own kind of dignity; he's just being what he is, and what he is isn't too bad.
In this case, you can see that when Sancho talks fondly about Dapple, he's also talking about himself. Sancho knows he's not a glorious knight or intelligent scholar, but like Dapple, he's a good worker and he knows his place. Overall, Rocinante and Dapple are reflections of their owners. Just as Don Quixote thinks of Rocinante and himself as creatures that used to be normal but aren't anymore, Sancho thinks of Dapple (and himself) as good honest workers.
(Note: Rocinante's name appears in some editions as "Rozinante.")