I didn't like the old Furret sprites either or the Vaporeon ones for that matter (which is odd because I liked most of the old sprites. It looks like Game Freak are actually putting some thought into their sprites (well most of them anyway).
I'm really glad they used the HGSS sprite, too, for Furret and the Sentret one looks great! I never was too much of a fan of the older Furret sprites so I'm definitely happy they used the HGSS one for BW.
Yes! And in HGSS when I play the Pokeathlon, it's fun to watch my Furret doing the Dash Hurdles or some other running and jumping activities. Her walking sprite is seriously cute, too; looong tail that curves and points up and pointed ears.