I think you've heard some excellent advice. Change your phone number, block him on all of your online communication programs. Close those accounts that do not allow you to block him. Contact an woman's shelter in your area to get advice on what to document. If he comes over to your house, tell him you will not have any further contact with him and are calling the police. Keep calling the police.

Are you friendly with your neighbors? Let them know he's not welcome anymore, that you're afraid of him and if they see him around have them call the police. Let him know the neighborhood/building is on notice that he is not to be there and they are going to notify the police if they see him.

If he wants to see his son, make him go through the court to do so. Based upon the information you've given, supervised visits would be recommended. If you can, move, change your job. Make sure that any day care provider knows that HE is not permitted to pick your son up.

Do NOT under any circumstances give him the benefit of the doubt. He'll try to manipulate you until he learns that it won't work, then move on.

As for the dog, I keep my blinds closed to keep them quiet.