I'm with Rachael!
I don't think Shelties need special harnesses or whatever. It's not like they are 100 lbs and can pull you along.
That being said, I do believe in martingales because of the unique shape of the Sheltie neck and head. With their thicker neck (and ruff), it requires you to leave the collar a little loose. The problem is that with a loose collar, the Sheltie, with its fine head, can slip it if it gets excited. I only needed it to happen once to Bacca, and we were out shopping.
But more importantly, I've found Rachael's technique for a pulling dog very effective as well. I just stop, and wait for the dogs to come back to me (with a joyful, YES!) then we move on again.