I know a pretty neurotic Sheltie - the office dog where I work. His owner knew he was skittish when she picked him out as a pup - just check for that when you choose a puppy. If the pup seems very shy or skittish, that's not gonna go away. We love the office Sheltie, but he has been to many different types of training and still is very barky, unaccepting of some people no matter how much we say they are okay (dog-loving folks even), afraid of strange things ... (we had to shut a gift poinsettia in an office one time - it came wrapped in celophane and he was freaking out ...)

but he is a sweet boy and loves those he loves very much. He practically falls inside out if I leave and come back - even if it's just for a few seconds.

The family who owns him had a Sheltie years ago who was everything you others describe, but just be aware it varies from dog to dog - and prepare to be herded, no matter what!