I applaud anyone who adopts a rescue dog. Shelties, in particular can be tough rescues as some of our members have found. They are a sensitive breed, and experiences in their past life that might not affect other breeds can leave a lasting impression on a Sheltie, leaving the dog shy, fearful or nervous. That's not to say the dog can't be rehabbed, as you can also read in our members' stories here. But it's a long, extended process if you have such a dog. The problem is that when you adopt a rescue, you don't know what its past life has been so you may not be prepared to put the time and patience into a very needy pup.
I've had both rescues and breeder dogs. In the past 10 years, I wanted to learn to show some of my dogs and have done some breeding myself, so I see the picture from both sides. What appeals to me about a breeder dog is that I can trace the dog's pedigree and find out what the traits of the line are. In a perfect world, this means you know exactly the dog or puppy you are getting. That, too, may not always be the case. A puppy who is not properly socialized by the breeder can also be nervous and shy, or one whose parents haven't been health tested can have physical problems you don't expect. I've experienced both of those situations too.
The lesson I've learned is that you must not only research a dog's lineage before choosing but its breeder as well. Know the questions to ask about temperament and health testing; visit the breeder and see the dogs at home. These, at least, are things you can do if you purchase a breeder dog that will eliminate most of the uncertainty. I prefer to get my dogs from a breeder I know and trust, whose line I've seen and watched. JMHO, for what it's worth!