We've gotten Olive (current beeyootiful sheltie) and Pavi (angel sheltie) from breeders. Both breeders were over 3hrs away, one on the other side of the state and another almost two states away. There are sheltie breeders closer to us, but when we were ready to bring the pups into our homes, these particular breeders had the right puppies available at the right time. Pavi and Olive were both completely worth the travel!
If you are looking for something specific (gender, color, lines, etc), you may have to drive long distances or consider shipping. The single biggest difference that I can think of between breeders pups and most rescue dogs is history; that is, breeders will be able to provide you with many generations' worth of genetic information for medical info, temperament, etc, and insight into the puppy's parents. Very few rescue dogs are fortunate enough to have this kind of information travel with them.
Having done a fair amount of rescue work, I support both rescue and breeders. Rescues are definitely not for everyone. Dogs may come with baggage and when you are looking forward to bringing a happy bouncing sheltie home, it can be a massive wake-up call to discover your dog has "issues" you are not prepared to or are unable to deal with. Should you choose to adopt a rescued dog, try fostering first. You'll get a much better idea of what you may expect. That being said, many rescue dogs are baggage-free.
Good luck with whatever road you choose!