Problem: having a fantasy animal society divided along species lines always leads the audience to look for metaphor in your work and can lead you to racist implications.
Possible solution: make species a deliberately malleable thing. Not an unusual or unconscious change, just have all members of the society a kind of changeling. That band of rats is causing trouble, but it's not because rats are evil, it's because that gang likes to be rats.
@rockario If you don't talk about reproduction, then the standard meaning of "species" (class of abstraction s.t. members of it can produce fertile offspring with each other) isn't really observable. Even if you do, then even in our reality we have all the oddities like mules. (And, aside, oddities like the spider species that try to masquerade as other spider species, so that they can eat spiders of the other species when they try to copulate. Try to imagine a society where very many different species are present, but everyone intuitively thinks of their species as sensitive private information.)
So in a world unconstrained by the way things typically work in our biology (I don't know if there's an evolutionary reason for well-definedness of species) you can assume no a priori reason for species to be well separated from each other. (Now that I think of a world where they aren't, this starts to feel like a Greg Egan story.)
This obviously doesn't affect any reasons for stereotyping and categorizing that are internal to minds, and does not necessarily do the "species is a choice" thing that your approach does.
@robryk It's some good thoughts, this is mostly me thinking about the Redwall type of furry setting where it carries forward assumptions about evil races and good races.