Thanks for your replies. This is such a supportive forum, with so much experience and knowledge that I keep reading and getting impatient for our new dog!
Unfortunately, there is no rescue in our area, and we need a certain temperament in a dog in order to live with our parrots. We have two, and one would climb down to sit with Alice. I used to walk in the room, and the dog would be lying on her side, asleep, and the parrot would be near or on her, roosting, with her eyes closed and one claw drawn up, a very relaxed sight!
The smaller bird loved to fly down, land on Alice, and get a ride. Since the birds regard dogs as their pets, and sometimes underlings, there was never a conflict. Alice was unconcerned as to her place in the literal pecking order. As shy as she was, she had no fear of the birds. In fact, if the small bird did not hop on for a morning walk, Alice would dash around, slowing down when she came to the perch, waiting for her passenger.
We don't expect this behavior from other dogs, as they are all so individualistic, but we cannot have a dog that would be a "chaser".
My sister had Shelties, and hers would have eaten our feathered friends in no time! I think we would have better luck raising a female from calm-type parents, than rescuing say, a male with a dominant streak. Just my feelings, based on rescuing a Foxhound, Basset, Lab, Dalmatian, and half a dozen other mixed breeds over the years.
Then there is the issue of health. The problems caused by poor breeding practices were too heartbreaking for my daughter, as well as for me. While there can be rescue dogs without these issues, my sister's dogs lived to 15 and 16. A friend's Sheltie lived to 20, and so I thought Alice would be very long lived. We had always had rescues, strays, and SPCA dogs before Alice.
She is one of two animals we ever got from a breeder, the other being the little parrot. In both cases, they were for my daughter, and we wanted a certain temperament. In both cases, they exceeded our expectations immeasurably.
So, that is our story. While a rescue would be great for a second dog, I'd like one with a better chance to be healthier. That said, I do go to the SPCA once a week, just in case.

Once you have a Sheltie, you love them forever!