Well, it sounds so much like Casshan. He had a robot dog, there was a girl fighter............some robot armies and the "black king". The only thing that makes me think I'm wrong is I'm not sure if the red thing on casshan's chest is an initial?
Anyways, casshan would be my guess. I don't know the girls name nor the dogs, and I don't really feel like putting the dvd in(the ova at least, not the tv series cause I don't own those).