Also, Have you tried using a squirt bottle (with water in it, of course)? And give him a spray when he's misbehaiving? I once talked to a lady who was training a great dane this way, and its worked wonderfully when teaching Ethan not to do certain things. It has no effect on some dogs, though.
Its worth a try.

EDIT//Also, to help with him pulling on walks, they have certain collars and harnesses made to help train them to not pull. We used one on Ethan, and its worked wonders.