I'll echo Jess's question... if you aren't planning to show your dog, you can try and use whatever products sound good to you.
If you are planning to show, I (personally) don't recommend using any kind of finishing spray. Have a look at what our standard says about coat: key words include "harsh", "standoff", "dense", "profuse". "Soft" and "silky" are specifically listed as faults.
Although it isn't explicitly mentioned in the standard, Shelties should not "shine" (like, say, a well-groomed horse). "Shine" comes when the hair is flat and even (imagine the reflective surface of a mirror or a still pond) - and a coat that is "harsh" and "profuse", with a "standoff quality", is the opposite of that. A silky, soft coat will shine. A correct Sheltie coat will not. (I suppose that there is a shiny quality to a healthy topcoat above the withers and back, but adding a product to make it shinier would, I think, teeter towards gumminess and softness.)
Again, though, if you are not showing, you can of course use a spray (or conditioner or nutritional supplement) that makes your Sheltie's coat softer. But if your aim is to groom the dog to the standard for a show, your best bet is to a) give him plenty of exposure to cold, b) feed a quality diet, and c) line-brush him regularly with water. These will give you the foundation for a healthy, correct coat that will be ready for the show ring.