If you brush it and it comes out, then it SHOULD be brushed out. That's a given. Don't forget to line brush though. You want the undercoat out, not the guard hair. Also, a certain amount of undercoat is normal. It serves as an insulator. You only want to strip out the loose stuff.
My recommendation....don't ever shave though unless in extreme circumstances. Shaved guard hair may not ever grow back properly. I know some people shave their dogs, but that is not my personal preference. It really comes down to exactly that.....personal preference and what you are able to maintain.
A comparable example is a Shih-tsu. Show standard is a long flowy coat, but every owner that comes into my stores wants them shaved. They just don't want the up keep. My opinion is then get a Jack Russel, but hey, that's my opinion.
