As you have guessed not all dog foods are created equal! The ones to consider have high meat content and low (preferably no) grain. Dogs are carnivores and have very different dietary needs than us. Generally, the more you pay, the better quality food.
See my breakdown of good vs bad dog food ingredients and how to judge a kibble label:
https://www.sheltieplanet.com/what-is-t ... g-food.php I also list some of the best quality brands based on ingredient ratios: Taste of The Wild, Blue Buffalo, and Prairie come out top.
It's best to stick to the same brand of dog food once you decide as some Shelties (especially puppies) can have sensitive stomachs.