For the record: my complaint is when I come home and am expected to
SHOW the puppy, who hasn't learned to stand still, walk on a leash, or let strangers touch her (eew, ick! strangers! yuck!). I'm the one who gets dragged around the ring at the dog show, while missjenneygirl get to watch and laugh!
The bounce-in-the-air, chew-on-the-chairleg, unravel-the-rug, dig-an-enormous-hole, torment-the-older-dogs behavior around the house I find absolutely endearing. It's true, they grow out of it, and become lovely, charming, nondestructive dogs.
I believe that you really cannot get after the puppies (harsh scolding and strictness breaks Sheltie hearts) - you just have to manage them. Crates (for time-out) and babygates (for keeping the pup where you can see her) are invaluable.