Dear Clive Marks, Can you outline just what sort of measurements, activities, animal species, size, distance, etc. Your EMail was really too vague to give definitive answers.
Most small animals tend to move rather quietly unless they are actually running.
Piezo disks are good at picking up ground vibrations up to several hundred Hz, which might be made by actual burrowing. They are both cheap and very sensitive. I have used a stereo pair for locating water leaks. Commercial water leak detectors and geophones tend to be expensive. There is an amplifier circuit on the PSN site.