I don't know if you'll find one single great interactive toy for all shelties, and I would suspect eventually as with anything, that one toy will get boring after a while.
Some simple toys you can make that keep mine girl entertained...
Milk jugs, cut a few holes in them of varying sizes and fill with a little food. Smaller holes will take them longer, but if they aren't used to using them they can get frustrated, so bigger holes to start with. (I like this, because it's so easy to switch them out with different hole patterns to keep it interesting.)
Large balls are fun for Honey, yoga or kids balls, but she only interacts with them when I am too. What she does like doing herself is a tether ball. I got some twine, some duct tape and a $1 kids ball from the store. Honey's loud while using it, but she's very very! entertained. And because it's just a small light ball, I can duct tape it to the ceiling of whatever room I'm in.
I bought Honey a toy that lets her pull things out of it, (A tree with little owls that squeak) Honey doesn't have any interest in it. Even if I stuff the bottom with treats and put the owls in she pretty much ignores it. Give her a toy with a small hole though and she loves tearing out the stuffing no matter how many times I restuff it for her.
A towel or blanket folded over with food in the different layers will keep her entertained for a long time as well.