They are not detectable with detect magic
Detect magic can only detect creatures — even highly magical creatures such as outsiders and elementals — if they are the result of an ongoing spell, such as summon monster. No creature type detects as magical in itself, not even undead. Specifically, the spell has listings for magic items and for spells, and for nothing else.
But they are Magical Beasts
Familiars (emphasis added):
A familiar is an animal chosen by a spellcaster to aid him in his study of magic. It retains the [majority of the game stats] of the normal animal it once was, but is now a magical beast for the purpose of effects that depend on its type.
Generally, any animal that becomes too smart for the confines of the Animal type (2 Int or less) becomes a Magical Beast by virtue of specific wording of whatever effect is responsible for the Int increase; there is, as far as I know, no general rule to ensure this in all cases.