Yikes! Choke chains! Nope....I think there would be few on this forum that would support those.
A martingale is much gentler way of achieving similar results. Sized properly, it will never choke the dog, but neither will the dog slip their collar.
Slipping collars is common for big haired dogs like ours. Their big ruffs cause us to keep collars looser than we would like, then because of their small heads, the loose collar just flies off.
The martingale is ideal for balancing those issues.
It's not a training tool, however. If you have a serious walking problem, then a harness is what you might need. But I think it's rare that a Sheltie would need a harness. They are not so big or so strong that you can't rein them in.
When my dogs pull on the leash, first they get a gentle tug and pull back on the leash to remind them to keep to my pace. If they keep pulling then they are put into a sit with eyes on me. When I totally have their attention, they are released to walk again. Sometimes it takes a few repetitions for them to remember. But they usually get it.