All of the grooming seminars I have been to have warned against coal tar shampoo unless there is a skin condition, so I don't think it is just breed-related. Tomlyn has an excellent coal tar formula though, not so damaging to the skin. I liked using it at work on the dogs with elephant skin -- worked wonders.
We have dogs that come in three times a week for a bath and have never found that they have skin issues from it, but it could be because we use very high quality shampoos and conditioners. There is one other place in town that uses a mixture of dish soap, vinegar, and glycerin, and the girl who used to work there says that their weekly dogs had many skin issues.